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Real options with information costs : a synthesis
Bellalah, Mondher; Pariente, Georges - In: International journal of business 12 (2007) 2, pp. 155-179
Persistent link: https://www.econbiz.de/10003463394
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Bewertung von Optionen auf unvollständigen Märkten
Husmann, Sven - 2002 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001641414
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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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Option valuation in the presence of market imperfections
Bell, Andreas - 1993
Persistent link: https://www.econbiz.de/10012699390
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Utility based pricing and hedging of jump diffusion processes with a view to applications
Zahn, Jochen Wolfgang - In: International journal of theoretical and applied finance 15 (2012) 7, pp. 1-22
Persistent link: https://www.econbiz.de/10009685882
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Essays on derivatives pricing in incomplete markets
Gerer, Johannes - 2016
Persistent link: https://www.econbiz.de/10012128861
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Robust mean-variance hedging and pricing of contingent claims in a one period model
Tevzadze, Revaz; Uzunashvili, T. - In: International journal of theoretical and applied finance 15 (2012) 3, pp. 1-9
Persistent link: https://www.econbiz.de/10009624486
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Convex hedging of non-superreplicable claims in discrete-time market models
Tkalinski, Tomasz J. - In: Mathematical methods of operations research 79 (2014) 2, pp. 239-252
Persistent link: https://www.econbiz.de/10010347953
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Optimal hedging of variance derivatives
Crosby, John - In: The European journal of finance 20 (2014) 1/3, pp. 150-180
Persistent link: https://www.econbiz.de/10010462131
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Pricing and hedging GDP-linked bonds in incomplete markets
Consiglio, Andrea; Zenios, Stauros Andrea - 2018
Persistent link: https://www.econbiz.de/10011884964