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Pricing and hedging options in incomplete markets : idiosyncratic risk, systematic risk and stochastic volatility
Chauveau, Thierry; Gatfaoui, Hayette - 2004
Persistent link: https://www.econbiz.de/10002253934
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On the pricing and hedging of credit risk in incomplete markets
Lotz, Christopher - 2000
Persistent link: https://www.econbiz.de/10001481836
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Pricing options from the point of view of a trader
Stoikov, Sasha F. - In: International journal of theoretical and applied finance 9 (2006) 8, pp. 1245-1266
Persistent link: https://www.econbiz.de/10003397174
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Essays on incomplete financial markets
Ebmeyer, Dirk - 2002
Persistent link: https://www.econbiz.de/10001656705
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Analyse der Effektivität von Absicherungsstrategien in unvollständigen Finanzmarktmodellen
Dudenhausen, Antje - 2001
Persistent link: https://www.econbiz.de/10001645751
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A comparison of two quadratic approaches to hedging in incomplete markets
Heath, David C.; Platen, Eckhard; Schweizer, Martin - In: Mathematical finance : an international journal of … 11 (2001) 4, pp. 385-413
Persistent link: https://www.econbiz.de/10001620447
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Dynamic hedging, positive feedback, and general equilibrium
Hilpisch, Yves - 2001
Persistent link: https://www.econbiz.de/10001570958
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A general methodology to price and hedge derivatives in incomplete markets
Aurell, Erik (contributor) - In: International journal of theoretical and applied finance 3 (2000) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10001488345
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Convergence in incomplete market models
Wellmann, Volker - 1998
Persistent link: https://www.econbiz.de/10001475437
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Mean-variance hedging and numeraire
Gouriéroux, Christian; Laurent, Jean-Paul; Pham, Huyên - 1996
Persistent link: https://www.econbiz.de/10000950071