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1
Liquidity models in continuous and discrete time
Gökay, Selim
;
Roch, Alexandre F.
;
Soner, Halil Mete
-
2010
,
hedging
and super-
hedging
options for a large trader, utility maximization in illiquid markets and price impact models with …
Persistent link: https://www.econbiz.de/10008798305
Saved in:
2
Valuation of compound option when the underlying asset is non-tradable
Liu, Yu-hong
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 441-458
Persistent link: https://www.econbiz.de/10008904358
Saved in:
3
Pricing the option to surrender in incomplete markets
Consiglio, Andrea
;
Giovanni, Domenico De
- In:
The journal of risk and insurance : the journal of the …
77
(
2010
)
4
,
pp. 935-957
Persistent link: https://www.econbiz.de/10008798287
Saved in:
4
Optimal
hedging
strategies on asymmetric functions
Arai, Takuji
- In:
Advances in mathematical economics
11
(
2008
),
pp. 1-10
Persistent link: https://www.econbiz.de/10003687446
Saved in:
5
Optimal continuous-time
hedging
with Leptokurtic returns
Černý, Aleš
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 175-203
Persistent link: https://www.econbiz.de/10003543119
Saved in:
6
Quadratic
hedging
for the Bates model
Hubalek, Friedrich
;
Sgarra, Carlo
- In:
International journal of theoretical and applied finance
10
(
2007
)
5
,
pp. 873-885
Persistent link: https://www.econbiz.de/10003564682
Saved in:
7
Quadratic
hedging
of basis risk
Hulley, Hardy
;
McWalter, Thomas A.
-
2008
Persistent link: https://www.econbiz.de/10003857124
Saved in:
8
Neutral and indifference portfolio pricing,
hedging
and investing : with applications in equity and FX
Stojanovic, Srdjan
-
2011
-- 4. Pricing: neutral and indifferences -- 5.
Hedging
-- 6. Equity valuation and investing: continuous-time accounting …
Persistent link: https://www.econbiz.de/10009315225
Saved in:
9
On the pricing and
hedging
of credit risk in incomplete markets
Lotz, Christopher
-
2000
Persistent link: https://www.econbiz.de/10001481836
Saved in:
10
Essays on incomplete financial markets
Ebmeyer, Dirk
-
2002
Persistent link: https://www.econbiz.de/10001656705
Saved in:
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