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The performance of deterministic and stochastic interest rate risk measures : another question of dimensions?
Oliveira, Luís; Nunes, Joaõ Pedro Vidal; Malcato, Luís - In: Portuguese economic journal 13 (2014) 3, pp. 141-165
Persistent link: https://www.econbiz.de/10010480059
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A hedging policy for carriers' selection under availability and demand uncertainty
Feki, Yassin; Hajji, Adnène; Rekik, Monia - In: Transportation research / E : an international journal 85 (2016), pp. 149-165
Persistent link: https://www.econbiz.de/10011442626
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A scalable solution framework for stochastic transmission and generation planning problems
Munoz, Francisco D.; Watson, Jean-Paul - In: Computational Management Science : CMS 12 (2015) 4, pp. 491-518
Persistent link: https://www.econbiz.de/10011386242
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Efficient discretization of stochastic integrals
Fukasawa, Masaaki - In: Finance and stochastics 18 (2014) 1, pp. 175-208
Persistent link: https://www.econbiz.de/10010235454
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Backward stochastic PDE and imperfect hedging
Mania, Michael; Tevzadze, Revaz - In: International journal of theoretical and applied finance 6 (2003) 7, pp. 663-692
Persistent link: https://www.econbiz.de/10001820866
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Option pricing and hedging with temporal correlations
Cornalba, Lorenzo; Bouchaud, Jean-Philippe; Potters, Marc - In: International journal of theoretical and applied finance 5 (2002) 3, pp. 307-320
Persistent link: https://www.econbiz.de/10001674219
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When is time continuous?
Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W. - In: Journal of financial economics 55 (2000) 2, pp. 173-204
Persistent link: https://www.econbiz.de/10001448502
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Stochastic volatility, smile & asymptotics
Sircar, Kaushik Ronnie; Papanicolaou, George - In: Applied mathematical finance 6 (1999) 2, pp. 107-145
Persistent link: https://www.econbiz.de/10001449244
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Risk-minimizing hedging strategies under restricted information : the case of stochastic volatility models observable only at discrete random times
Frey, Rüdiger; Runggaldier, Wolfgang J. - In: Mathematical methods of operations research 50 (1999) 2, pp. 339-350
Persistent link: https://www.econbiz.de/10001428847
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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