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International journal of theoretical and applied finance
2
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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:
2
Esscher transforms and the minimal entropy matingale measure for exponential Lévy models
Hubalek, Friedrich
(
contributor
);
Sgarra, Carlo
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003221218
Saved in:
3
Variance-optimal heding for processes with stationary independent increments
Hubalek, Friedrich
;
Kallsen, Jan
;
Krawczyk, Leszek
-
2005
Persistent link: https://www.econbiz.de/10002830696
Saved in:
4
A general proof of the Dybvig-Ingersoll-Ross Theorem : long forward rates can never fall
Hubalek, Friedrich
;
Klein, Irene
;
Teichmann, Josef
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 447-451
Persistent link: https://www.econbiz.de/10001741960
Saved in:
5
The limitations of no-arbitrage arguments for real options
Hubalek, Friedrich
;
Schachermayer, Walter
- In:
International journal of theoretical and applied finance
4
(
2001
)
2
,
pp. 361-373
Persistent link: https://www.econbiz.de/10001578753
Saved in:
6
When does convergence of asset price processes imply convergence of option prices?
Hubalek, Friedrich
- In:
Mathematical finance : an international journal of …
8
(
1998
)
4
,
pp. 385-403
Persistent link: https://www.econbiz.de/10001252755
Saved in:
7
Voraussichtliche Auswirkung von Basel II auf Bonitätsbeurteilung durch österreichische Kreditinstitute bei hybriden Finanzierungen - als eigene Bankforderung oder als externer Kapi...
Hudetz, Thomas
- In:
Hybride Finanzierungsinstrumente : Alternativen zur …
,
(pp. 141-181)
.
2005
Persistent link: https://www.econbiz.de/10003318371
Saved in:
8
Operationelle Risiken im Handelsgeschäft und Hintergründe der Manipulation bei der Société Générale
Hudetz, Thomas
;
Kaltofen, Robert G.
- In:
Risikomanagement im Handelsgeschäft : MaRisk, § 25a …
,
(pp. 177-198)
.
2009
Persistent link: https://www.econbiz.de/10003802065
Saved in:
9
Zinsrisiko im Bankbuch
Coosmann, Gerhard
;
Hudetz, Thomas
- In:
Berichte und Studien / Österreichische Nationalbank
(
2000
)
3
,
pp. 165-180
Persistent link: https://www.econbiz.de/10001581757
Saved in:
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