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Utility based pricing and hedging of jump diffusion processes with a view to applications
Zahn, Jochen Wolfgang - In: International journal of theoretical and applied finance 15 (2012) 7, pp. 1-22
Persistent link: https://www.econbiz.de/10009685882
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Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method
Deelstra, Griselda; Devolder, Pierre; Gnameho, Kossi; … - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 709-742
Persistent link: https://www.econbiz.de/10012307394
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A note on utility indifference pricing
Gerer, Johannes; Dorfleitner, Gregor - In: International journal of theoretical and applied finance 19 (2016) 6, pp. 1-17
Persistent link: https://www.econbiz.de/10011572373
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Essays on derivatives pricing in incomplete markets
Gerer, Johannes - 2016
Persistent link: https://www.econbiz.de/10012128861
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Factorization of European and American option prices under complete and incomplete markets
Ibáñez, Alfredo - In: Journal of banking & finance 32 (2008) 2, pp. 311-325
Persistent link: https://www.econbiz.de/10003647242
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Optimal hedging with commodity options in incomplete markets
Wolf, Avner Simon - 1983
Persistent link: https://www.econbiz.de/10000648234
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Attainability of European path-independent claims in incomplete markets
Branger, Nicole; Esser, Angelika; Schlag, Christian - In: Finance research letters 1 (2004) 3, pp. 190-195
Persistent link: https://www.econbiz.de/10003307291
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The cross-section of average delta-hedge option returns under stochastic volatility
Ibáñez, Alfredo - In: Review of derivatives research 11 (2008) 3, pp. 205-244
Persistent link: https://www.econbiz.de/10003835031
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Pricing and hedging American options in incomplete markets
Liu, Hsuan-ku; Liu, Ming Long - In: Journal of modelling in management 4 (2009) 1, pp. 72-82
Persistent link: https://www.econbiz.de/10003848337
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Valuation of compound option when the underlying asset is non-tradable
Liu, Yu-hong - In: International journal of theoretical and applied finance 13 (2010) 3, pp. 441-458
Persistent link: https://www.econbiz.de/10008904358