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~subject:"Unvollkommener Markt"
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A GENERAL PROOF OF THE DYBVIG-...
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Unvollkommener Markt
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Hubalek, Friedrich
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Klein, Irene
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International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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Duality in optimal investment and consumption problems with market fricitions
Klein, Irene
;
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 225-247
Persistent link: https://www.econbiz.de/10003543127
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Convergence of minimum entropy option prices for weakly converging incomplete market models
Hubalek, Friedrich
;
Hudetz, Thomas
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 559-560
Persistent link: https://www.econbiz.de/10001524384
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3
Quadratic hedging for the Bates model
Hubalek, Friedrich
;
Sgarra, Carlo
- In:
International journal of theoretical and applied finance
10
(
2007
)
5
,
pp. 873-885
Persistent link: https://www.econbiz.de/10003564682
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