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Black-scholes representation for Asian options
Večeř, Jan - In: Mathematical finance : an international journal of … 24 (2014) 3, pp. 598-626
Persistent link: https://www.econbiz.de/10010485999
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Pricing and hedging of derivatives based on nontradable underlyings
Ankirchner, Stefan; Imkeller, Peter; Reis, Gonçalo dos - In: Mathematical finance : an international journal of … 20 (2010) 2, pp. 289-312
Persistent link: https://www.econbiz.de/10003955743
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A structural risk-neutral model for pricing and hedging power derivatives
Aïd, René; Campi, Luciano; Langrené, Nicolas - In: Mathematical finance : an international journal of … 23 (2013) 3, pp. 387-438
Persistent link: https://www.econbiz.de/10009783361
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Option pricing and hedging with execution costs and market impact
Guéant, Olivier; Pu, Jiang - In: Mathematical finance : an international journal of … 27 (2017) 3, pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
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Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane - In: Mathematical finance : an international journal of … 25 (2015) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
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Evaluating hedging errors : an asymptotic approach
Hayashi, Takaki; Mykland, Per A. - In: Mathematical finance : an international journal of … 15 (2005) 2, pp. 309-343
Persistent link: https://www.econbiz.de/10002725490
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Exponential hedging and entropic penalties
Delbaen, Freddy (contributor) - In: Mathematical finance : an international journal of … 12 (2002) 2, pp. 99-123
Persistent link: https://www.econbiz.de/10001686219
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On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper
Kabanov, Jurij M.; Stricker, Christophe - In: Mathematical finance : an international journal of … 12 (2002) 2, pp. 125-134
Persistent link: https://www.econbiz.de/10001686231
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An exact formula for default swaptions' pricing in the SSRJD stochastic intensity model
Brigo, Damiano; El-Bachir, Naoufel - In: Mathematical finance : an international journal of … 20 (2010) 3, pp. 365-382
Persistent link: https://www.econbiz.de/10008665084
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Time-changed Markov processes in unified credit-equity modeling
Mendoza-Arriaga, Rafael; Carr, Peter; Linetsky, Vadim - In: Mathematical finance : an international journal of … 20 (2010) 4, pp. 527-569
Persistent link: https://www.econbiz.de/10008666998