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Derivate, Arbitrage und Portfolio-Selection : stochastische Finanzmarktmodelle und ihre Anwendungen
Hausmann, Wilfried; Diener, Kathrin; Käsler, Joachim - 2002 - 1. Auflage
Persistent link: https://www.econbiz.de/10014012257
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Hedging strategies and minimal variance portfolios for European and exotic options in a Lévy Market
Yip, Wing Yan; Stephens, David; Olhede, Sofia - In: Mathematical finance : an international journal of … 20 (2010) 4, pp. 617-646
Persistent link: https://www.econbiz.de/10008666962
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Discrete time hedging of the American option
Hussain, S.; Shashiashvili, M. - In: Mathematical finance : an international journal of … 20 (2010) 4, pp. 647-670
Persistent link: https://www.econbiz.de/10008667629
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Optionen, Futures und andere Derivate ; [Hauptband]
Hull, John - 2022 - 11., aktualisierte Auflage
und dem Hedging von Derivaten wird zunehmend Maschinelles Lernen eingesetzt. Natürlich werden auch Änderungen im …
Persistent link: https://www.econbiz.de/10012796067
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Pricing and hedging of rating-sensitive claims modeled by F-doubly stochastic Markov chains
Jakubowski, Jacek; Niewęgłowski, Mariusz - In: Advanced mathematical methods for finance, (pp. 417-453). 2011
Persistent link: https://www.econbiz.de/10008991278
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Liquidity models in continuous and discrete time
Gökay, Selim; Roch, Alexandre F.; Soner, Halil Mete - In: Advanced mathematical methods for finance, (pp. 333-365). 2011
Persistent link: https://www.econbiz.de/10008991283
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Fractional smoothness and applications in finance
Geiss, Stefan; Gobet, Emmanuel - In: Advanced mathematical methods for finance, (pp. 313-331). 2011
Persistent link: https://www.econbiz.de/10008991284
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An overview of comonotonicity and its applications in finance and insurance
Deelstra, Griselda; Dhaene, Jan; Vanmaele, Michèle - In: Advanced mathematical methods for finance, (pp. 155-179). 2011
Persistent link: https://www.econbiz.de/10008991312
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Fractional processes as models in stochastic finance
Bender, Christian; Sottinen, Tommi; Valkeila, Esko - In: Advanced mathematical methods for finance, (pp. 75-103). 2011
Persistent link: https://www.econbiz.de/10008991326
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Pricing the option to surrender in incomplete markets
Consiglio, Andrea; Giovanni, Domenico De - In: The journal of risk and insurance : the journal of the … 77 (2010) 4, pp. 935-957
Persistent link: https://www.econbiz.de/10008798287