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Journal of mathematical finance
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Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
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An approach of price process, risk measures and European option pricing taking into account the rating
Tadmon, Calvin
;
Njike-Tchaptchet, Eric Rostand
- In:
Journal of mathematical finance
10
(
2020
)
2
,
pp. 306-333
Persistent link: https://www.econbiz.de/10012545718
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Equal risk pricing of derivatives with deep hedging
Carbonneau, Alexandre
;
Godin, Frédéric
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 593-608
Persistent link: https://www.econbiz.de/10012483841
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