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Addis, Bernardetta; Locatelli, Marco; Schoen, Fabio - In: Operations research letters 36 (2008) 1, pp. 37-42

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Addis, Bernardetta; Carello, Giuliana; Ceselli, Alberto - In: European journal of operational research : EJOR 231 (2013) 3, pp. 535-546

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Schachinger, Werner; Grandits, Peter - 1999

This paper proves that the limiting hedging error, considered as a function of ST, exhibits a removable discontinuity at the exercise price.

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Schachinger, Werner; Bomze, Immanuel M. - In: Mathematics of operations research 34 (2009) 1, pp. 83-91

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Grandits, Peter; Schachinger, Werner - In: Mathematical finance : an international journal of … 11 (2001) 3, pp. 347-355

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Bomze, Immanuel M.; Schachinger, Werner - In: Dynamic games and applications : DGA 10 (2020) 3, pp. 618-640

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Bomze, Immanuel; Schachinger, Werner; Weibull, Jörgen - In: Economic theory 71 (2021) 1, pp. 305-315

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Bomze, Immanuel M.; Schachinger, Werner; Ullrich, Reinhard - In: Mathematics of operations research 43 (2018) 2, pp. 651-674

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