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Mean-Variance Hedging via Stoc...
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Black-Scholes model
Theorie
97
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Jeanblanc, Monique
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of economic dynamics & control
1
The journal of credit risk : published quarterly by Incisive Media
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Financial markets in continuous time
Dana, Rose-Anne
;
Jeanblanc, Monique
-
2007
-
Corr. 2. print.
Persistent link: https://www.econbiz.de/10003453129
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2
Financial markets in continuous time
Dana, Rose-Anne
;
Jeanblanc, Monique
;
Jeanblanc, Monique
-
2003
Persistent link: https://www.econbiz.de/10001702715
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3
Double-exponential jump-diffusion processes : a structural model of an endogenous default barrier with a rollover debt structure
Dao Thi Thanh Binh
;
Jeanblanc, Monique
- In:
The journal of credit risk : published quarterly by …
8
(
2012
)
2
,
pp. 21-43
Persistent link: https://www.econbiz.de/10009673648
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4
Incomepleteness of markets driven by a mixed diffusion
Bellamy, N.
;
Jeanblanc, Monique
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 209-222
Persistent link: https://www.econbiz.de/10001487034
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5
Robustness of the black and scholes formula
El Karoui, Nicole
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 93-126
Persistent link: https://www.econbiz.de/10001242959
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6
From structural assumptions to a link between assets and interrest rates
Reiß, Oliver
;
Schoenmakers, John
;
Schweizer, Martin
- In:
Journal of economic dynamics & control
31
(
2007
)
2
,
pp. 593-612
Persistent link: https://www.econbiz.de/10003412327
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7
On feedback effects from hedging derivatives
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
8
(
1998
)
1
,
pp. 67-84
Persistent link: https://www.econbiz.de/10001240796
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