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Dynamic hedging in incomplete markets : a simple solution
Başak, Suleyman; Chabakauri, Georgy - 2008
Persistent link: https://www.econbiz.de/10003805565
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Dynamic hedging in incomplete markets : a simple solution
Başak, Suleyman; Chabakauri, Georgy - 2011
Persistent link: https://www.econbiz.de/10009152277
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Dynamic hedging in incomplete markets : a simple solution
Başak, Suleyman; Chabakauri, Georgy - 2011
Persistent link: https://www.econbiz.de/10009155906
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Benchmarked risk minimization
Du, Ke; Platen, Eckhard - In: Mathematical finance : an international journal of … 26 (2016) 3, pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
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Interest rate risk management and dynamic portfolio selections
Sun, Hang; Sun, Wan Gui - In: Modern economy 2 (2011) 4, pp. 674-679
Persistent link: https://www.econbiz.de/10009620650
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Handelsstrategien mit Mindestgarantien : eine analytische Beschreibung
Balder, Sven (contributor) - 2009
Persistent link: https://www.econbiz.de/10003825504
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Mean square error for the Leland-Lott hedging strategy
Gamys, Moussa; Kabanov, Jurij M. - In: Recent advances in financial engineering : proceedings …, (pp. 1-25). 2009
Persistent link: https://www.econbiz.de/10003871153
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Mean square error for the Leland-Lott hedging strategy : convex pay-offs
Denis, Emmanuel; Kabanov, Jurij M. - In: Finance and stochastics 14 (2010) 4, pp. 625-667
Persistent link: https://www.econbiz.de/10008823687
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The pricing and hedging of barrier options and their applications in finance and life insurance
Suchanecki, Michael - 2008
Persistent link: https://www.econbiz.de/10003685182
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Asymptotic pricing in large financial markets
Baran, Michał - In: Mathematical methods of operations research 66 (2007) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10003526203