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A robust hedging algorithm
Howe, M. A. - In: Journal of economic dynamics & control 21 (1997) 6, pp. 1065-1092
Persistent link: https://www.econbiz.de/10001335978
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Hedging exotic derivatives through stochastic optimization
Hénaff, Patrick - In: Journal of economic dynamics & control 22 (1998) 8, pp. 1453-1466
Persistent link: https://www.econbiz.de/10001250752
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Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth
Lioui, Abraham - In: Journal of economic dynamics & control 20 (1996) 6, pp. 1101-1113
Persistent link: https://www.econbiz.de/10001200764
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Optimal delta-hedging under transactions costs
Clewlow, Les - In: Journal of economic dynamics & control 21 (1997) 8, pp. 1353-1376
Persistent link: https://www.econbiz.de/10001222045
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Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like
Oliva, Immacolata; Renò, Roberto - In: Journal of economic dynamics & control 94 (2018), pp. 242-256
Persistent link: https://www.econbiz.de/10012004394
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Hedging options under transaction costs and stochastic volatility
Gondzio, Jacek; Kouwenberg, Roy; Vorst, Ton - In: Journal of economic dynamics & control 27 (2003) 6, pp. 1045-1068
Persistent link: https://www.econbiz.de/10001734558
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Retirement saving with contribution payments and labor income as a benchmark for investments
Berkelaar, Arjan B.; Kouwenberg, Roy - In: Journal of economic dynamics & control 27 (2003) 6, pp. 1069-1097
Persistent link: https://www.econbiz.de/10001734561
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On infinite-horizon minimum-cost hedging under cone constraints
Huang, Kevin X. D. - In: Journal of economic dynamics & control 27 (2002) 2, pp. 283-301
Persistent link: https://www.econbiz.de/10001703402
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Futures market equilibrium with heterogeneity and a spot market at harvest
Fouda, Henri; Kryzanowski, Lawrence; To, Minh-chau - In: Journal of economic dynamics & control 25 (2001) 5, pp. 805-824
Persistent link: https://www.econbiz.de/10001561693
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Minimum-cost portfolio insurance
Aliprantis, Charalambos D.; Brown, D. J.; Werner, Jan - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1703-1719
Persistent link: https://www.econbiz.de/10001508766