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A COUNTEREXAMPLE CONCERNING THE VARIANCE-OPTIMAL MARTINGALE MEASURE
Ales; Ccaron; erný; Kallsen, Jan - In: Mathematical Finance 18 (2008) 2, pp. 305-316
Persistent link: https://www.econbiz.de/10005023791
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MEAN-VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION
Ales; Ccaron; erný; Kallsen, Jan - In: Mathematical Finance 18 (2008) 3, pp. 473-492
Persistent link: https://www.econbiz.de/10005023802
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OPTIMAL CONTINUOUS-TIME HEDGING WITH LEPTOKURTIC RETURNS
Ales; Ccaron; erný - In: Mathematical Finance 17 (2007) 2, pp. 175-203
Persistent link: https://www.econbiz.de/10005655269