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A semimartingale BSDE related to the minimal entropy martingale measure
Mania, Michael; Santacroce, Marina; Tevzadze, Revaz - In: Finance and stochastics 7 (2003) 3, pp. 385-402
Persistent link: https://www.econbiz.de/10001771742
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Financial markets in continuous time
Dana, Rose-Anne; Jeanblanc, Monique; Jeanblanc, Monique - 2003
Persistent link: https://www.econbiz.de/10001702715
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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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Risky options simplified
Schweizer, Martin - In: International journal of theoretical and applied finance 2 (1999) 1, pp. 59-82
Persistent link: https://www.econbiz.de/10001372090
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Approximation pricing and the variance-optimal martingale measure
Schweizer, Martin - 1995
Persistent link: https://www.econbiz.de/10000927705
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On Bermudan options
Schweizer, Martin - In: Advances in finance and stochastics : essays in honour …, (pp. 257-270). 2002
Persistent link: https://www.econbiz.de/10001672241
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A guided tour through quadratic hedging approaches
Schweizer, Martin - 1999
Persistent link: https://www.econbiz.de/10001473109
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Brownian excursions and Parisian barrier options
Chesney, Marc; Jeanblanc, Monique; Yor, Marc - 1996
Persistent link: https://www.econbiz.de/10000930703
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Defaultable claims in switching models with partial information
Gapeev, Pavel V.; Jeanblanc, Monique - In: International journal of theoretical and applied finance 22 (2019) 4, pp. 1-18
Persistent link: https://www.econbiz.de/10012030897
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Role of information in pricing default-sensitive contingent claims
Jeanblanc, Monique; Leniec, Marta - In: International journal of theoretical and applied finance 18 (2015) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10011403184