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Quantity-adjusting options and forward contracts
Babbel, David F.; Eisenberg, Laurence K. - 1991
Persistent link: https://www.econbiz.de/10001613489
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Mean-variance hedging in the presence of additionally observed market prices
Thierbach, Frank - 2003 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001785090
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Essays on financial models
Amilon, Henrik - 2000
Persistent link: https://www.econbiz.de/10001534304
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Efficient computation of hedging portfolios for options with discontinuous payoffs
Cvitanić, Jakša; Ma, Jin; Jianfeng Zhang - In: Mathematical finance : an international journal of … 13 (2003) 1, pp. 135-151
Persistent link: https://www.econbiz.de/10001765668
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Mean-variance hedging under additional market information
Thierbach, Frank - In: International journal of theoretical and applied finance 6 (2003) 6, pp. 613-636
Persistent link: https://www.econbiz.de/10001794273
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Mean-variance hedging under additional market information
Thierbach, Frank (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825437
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Hedging and portfolio optimization in financial markets with a large trader
Bank, Peter; Baum, Dietmar - In: Mathematical finance : an international journal of … 14 (2004) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10001917650
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Black scholes for portfolios of options in discrete time : the price is right, the hedge is wrong
Peeters, Bas; Dert, Cees; Lucas, André - 2003
Persistent link: https://www.econbiz.de/10001884326
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The risk management of minimum return guarantees
Mahayni, Antje (contributor); Schlögel, Erik (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001970344