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Review of derivatives research
Arbeitspapiere zur mathematischen Wirtschaftsforschung
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Time consistent pricing of options with embedded decisions
Dorfleitner, Gregor
;
Gerer, Johannes
- In:
Review of derivatives research
23
(
2020
)
1
,
pp. 85-119
Persistent link: https://www.econbiz.de/10012229784
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Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions
Gerer, Johannes
;
Dorfleitner, Gregor
- In:
Review of derivatives research
21
(
2018
)
2
,
pp. 175-199
Persistent link: https://www.econbiz.de/10012055737
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