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On optimal super-hedging and sub-hedging strategies
Tsuzuki, Yukihiro - In: International journal of theoretical and applied finance 16 (2013) 6, pp. 1-17
Persistent link: https://www.econbiz.de/10010197178
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Super-hedging American options with semi-static trading strategies under model uncertainty
Bayraktar, Erhan; Zhou, Zhou - In: International journal of theoretical and applied finance 20 (2017) 6, pp. 1-10
Persistent link: https://www.econbiz.de/10011734088
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Vector-valued coherent risk measure processes
Tahar, Imen Ben; Lépinette, Emmanuel - In: International journal of theoretical and applied finance 17 (2014) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10010363907
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Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang; Kim, Young Shin - In: International journal of theoretical and applied finance 24 (2021) 4, pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
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Portfolio optimization under nonlinear utility
Heyne, Gregor; Kupper, Michael; Tangpi, Ludovic - In: International journal of theoretical and applied finance 19 (2016) 5, pp. 1-37
Persistent link: https://www.econbiz.de/10011524910
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Efficient hedging of path-dependent options
Kolkiewicz, Adam W. - In: International journal of theoretical and applied finance 19 (2016) 5, pp. 1-27
Persistent link: https://www.econbiz.de/10011525107
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Set-valued shortfall and divergence risk measures
Ararat, Çağin; Hamel, Andreas; Rudloff, Birgit - In: International journal of theoretical and applied finance 20 (2017) 5, pp. 1-48
Persistent link: https://www.econbiz.de/10011733939