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1
Local parametric analysis of derivatives pricing and
hedging
Bossaerts, Peter L.
;
Hillion, Pierre Henri
- In:
Journal of financial markets
6
(
2003
)
4
,
pp. 573-605
Persistent link: https://www.econbiz.de/10001780139
Saved in:
2
Local parametric analysis of derivatives pricing and
hedging
Bossaerts, Peter L.
;
Hillion, Pierre Henri
-
1997
Persistent link: https://www.econbiz.de/10000980780
Saved in:
3
Taming the skew : higher-order moments in modeling asset price processes in finance
Das, Sanjiv R.
;
Sundaram, Rangarajan K.
-
1997
Persistent link: https://www.econbiz.de/10000626665
Saved in:
4
Average inter-security correlation coefficients : implications for the timing of
hedging
decisions
Brooks, Robert
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 129-155
Persistent link: https://www.econbiz.de/10001226763
Saved in:
5
Exact superreplication strategies for a class of derivative assets
Vanden, Joel M.
- In:
Applied mathematical finance
13
(
2006
)
1
,
pp. 61-87
Persistent link: https://www.econbiz.de/10003320040
Saved in:
6
The black scholes barenblatt equation for options with uncertain
volatility
and its application to static
hedging
Meyer, Gunter H.
- In:
International journal of theoretical and applied finance
9
(
2006
)
5
,
pp. 673-703
Persistent link: https://www.econbiz.de/10003378988
Saved in:
7
Zum
Hedging
europäischer Aktienoptionen bei stochastischen Volatilitäten
Holtrode, Rainer
-
2000
Persistent link: https://www.econbiz.de/10001498200
Saved in:
8
Analyse der Effektivität von Absicherungsstrategien in unvollständigen Finanzmarktmodellen
Dudenhausen, Antje
-
2001
Persistent link: https://www.econbiz.de/10001645751
Saved in:
9
Superreplication in stochastic
volatility
models and optimal stopping
Frey, Rüdiger
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 161-187
Persistent link: https://www.econbiz.de/10001486701
Saved in:
10
Optimal
hedging
strategies for misspecified asset price models
Ahn, Hyungsok
;
Muni, Adviti
;
Swindle, Glen H.
- In:
Applied mathematical finance
6
(
1999
)
3
,
pp. 197-208
Persistent link: https://www.econbiz.de/10001490690
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