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An approximate approach to the exponential utility indifference
Arai, Takuji - In: International journal of theoretical and applied finance 10 (2007) 3, pp. 475-503
Persistent link: https://www.econbiz.de/10003463454
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Mean variance hedging in a general jump market
Xiong, Dewen; Kohlmann, Michael - In: International journal of theoretical and applied finance 13 (2010) 5, pp. 789-820
Persistent link: https://www.econbiz.de/10008904324
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Completeness of bond market driven by Lévy process
Barski, Michał; Zabczyk, Jerzy - In: International journal of theoretical and applied finance 13 (2010) 5, pp. 635-656
Persistent link: https://www.econbiz.de/10008904349
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Utility maximization in affine stochastic volatility models
Kallsen, Jan; Muhle-Karbe, Johannes - In: International journal of theoretical and applied finance 13 (2010) 3, pp. 459-477
Persistent link: https://www.econbiz.de/10008904356
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An analysis of the supply curve for liquidity risk through book data
Blais, Marcel; Protter, Philip E. - In: International journal of theoretical and applied finance 13 (2010) 6, pp. 821-838
Persistent link: https://www.econbiz.de/10008905116
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Quadratic hedging for the Bates model
Hubalek, Friedrich; Sgarra, Carlo - In: International journal of theoretical and applied finance 10 (2007) 5, pp. 873-885
Persistent link: https://www.econbiz.de/10003564682
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Tracking errors from discrete hedging in exponential Lévy models
Brodén, Mats; Tankov, Peter - In: International journal of theoretical and applied finance 14 (2011) 6, pp. 803-837
Persistent link: https://www.econbiz.de/10009381005
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Absolutely continuous compensators
Janson, Svante; M'Baye, Sokhna; Protter, Philip - In: International journal of theoretical and applied finance 14 (2011) 3, pp. 335-351
Persistent link: https://www.econbiz.de/10009154919
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Pricing of unemployment insurance products with doubly stochastic Markov chains
Biagini, Francesca; Widenmann, Jan - In: International journal of theoretical and applied finance 15 (2012) 4, pp. 1-32
Persistent link: https://www.econbiz.de/10009624472
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A dysfunctional role of high frequency trading in electronic markets
Jarrow, Robert A.; Protter, Philip E. - In: International journal of theoretical and applied finance 15 (2012) 3, pp. 1-15
Persistent link: https://www.econbiz.de/10009624489