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A variance reduction technique based on integral representations
Heath, David C.; Platen, Eckhard - 2002
Persistent link: https://www.econbiz.de/10001732828
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Consistent pricing and hedging for a modified constant elasticity of variance model
Heath, David C.; Platen, Eckhard - 2002
Persistent link: https://www.econbiz.de/10001732832
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Explicit formulas for the minimal variance hedging strategy in a martingale case
Angelini, Flavio; Herzel, Stefano - In: Decisions in economics and finance : DEF ; a journal of … 33 (2010) 1, pp. 63-79
Persistent link: https://www.econbiz.de/10003967624