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ECONIS (ZBW)
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1
Report on stock index futures and cash market activity during October 1989 to the US Commodity Futures Trading Commission
1990
Persistent link: https://www.econbiz.de/10000887892
Saved in:
2
Final report on stock index futures and cash market activity during October 1987 to the US Commodity Futures Trading Commission
1988
Persistent link: https://www.econbiz.de/10000748513
Saved in:
3
Optimal
hedging
in continuous time with futures and forward contracts in a stochastic interest rate environment
Pham, Huyên
-
1993
Persistent link: https://www.econbiz.de/10000878560
Saved in:
4
Exponential
hedging
and pricing under proportional transaction costs
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548982
Saved in:
5
A note on the utility based option pricing with proportional transaction costs under large risk aversion
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548990
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6
Stochastic targets with mixed diffusion processes and viscosity solutions
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548992
Saved in:
7
Quadratic
hedging
and numeraire
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Pham, Huyên
-
1995
Persistent link: https://www.econbiz.de/10000924110
Saved in:
8
Option pricing under transaction costs : a martingale approach
Koehl, Pierre-François
;
Pham, Huyên
;
Touzi, Nizar
-
1996
Persistent link: https://www.econbiz.de/10000950709
Saved in:
9
Estimation of a dynamic hedge
Gouriéroux, Christian
;
Laurent, Jean-Paul
-
1996
Persistent link: https://www.econbiz.de/10000950710
Saved in:
10
Conditional dominance criteria : definition and application to risk-management
Deelstra, Griselda
;
Grasselli, Martino
;
Koehl, …
-
1999
Persistent link: https://www.econbiz.de/10001355592
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