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Option valuation in the presen...
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11
Equilibrium models for derivatives markets with frictions
Zhang, Yuan
-
2018
Persistent link: https://www.econbiz.de/10011933412
Saved in:
12
Pricing and hedging
derivative
securities in incomplete markets : an [epsilon]-arbitrage approach
Bertsimas, Dimitris
;
Kogan, Leonid
;
Lo, Andrew W.
-
1997
Persistent link: https://www.econbiz.de/10000646551
Saved in:
13
Actuarially consistent valuation of catastrophe derivatives
Muermann, Alexander
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10003753592
Saved in:
14
Robust stochastic discount factors
Boyle, Phelim P.
;
Feng, Shui
;
Tian, Weidong
;
Wang, Tan
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1077-1122
Persistent link: https://www.econbiz.de/10003742222
Saved in:
15
Dynamic consumption and asset allocation with
derivative
securities
Hsuku, Yuan-Hung
- In:
Quantitative fund management
,
(pp. 43-66)
.
2009
Persistent link: https://www.econbiz.de/10003796940
Saved in:
16
Market completeness : how options affect hedging and investments in the electricity sector
Willems, Bert
;
Morbee, Joris
-
2009
-
[new version]
Persistent link: https://www.econbiz.de/10003824478
Saved in:
17
Risk minimization and optimal
derivative
design in a principal agent game
Horst, Ulrich
;
Moreno-Bromberg, Santiago
- In:
Mathematics and financial economics
2
(
2008
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10003880875
Saved in:
18
Weather derivatives : corporate hedging and valuation
Yang, Chuanhou
-
2003
Persistent link: https://www.econbiz.de/10003379206
Saved in:
19
Asset price bubbles in incomplete markets
Jarrow, Robert A.
;
Protter, Philip E.
;
Shimbo, Kazuhiro
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 145-185
Persistent link: https://www.econbiz.de/10003955702
Saved in:
20
Market completeness : how options affect hedging and investments in the electricity sector
Willems, Bert
;
Morbee, Joris
- In:
Energy economics
32
(
2010
)
4
,
pp. 786-795
Persistent link: https://www.econbiz.de/10008779952
Saved in:
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