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Addis, Bernardetta; Schachinger, Werner - In: Operations research letters 37 (2009) 4, pp. 290-294

Persistent link: https://www.econbiz.de/10008270171

Addis, Bernardetta; Schachinger, Werner - In: Operations research letters 37 (2009) 4, pp. 290-295

Persistent link: https://www.econbiz.de/10008898687

Addis, Bernardetta; Schachinger, Werner - In: Computational Optimization and Applications 47 (2010) 1, pp. 129-131

Persistent link: https://www.econbiz.de/10008674170

Addis, Bernardetta; Locatelli, Marco; Schoen, Fabio - In: Operations research letters 36 (2008) 1, pp. 37-42

Persistent link: https://www.econbiz.de/10003768465

Addis, Bernardetta; Carello, Giuliana; Ceselli, Alberto - In: European journal of operational research : EJOR 231 (2013) 3, pp. 535-546

Persistent link: https://www.econbiz.de/10009787399

Addis, Bernardetta; Locatelli, Marco; Schoen, Fabio - In: Operations research letters 36 (2008) 1, pp. 37-42

Persistent link: https://www.econbiz.de/10007896718

Addis, Bernardetta; Locatelli, Marco - In: Journal of global optimization : an international … 38 (2007) 3, pp. 479-502

Persistent link: https://www.econbiz.de/10007736818

Addis, Bernardetta; Cassioli, Andrea; Locatelli, Marco; … - In: Computational Optimization and Applications 48 (2011) 3, pp. 635-652

Persistent link: https://www.econbiz.de/10008925533

Schachinger, Werner; Grandits, Peter - 1999

This paper proves that the limiting hedging error, considered as a function of ST, exhibits a removable discontinuity at the exercise price.

Persistent link: https://www.econbiz.de/10005841721

Schachinger, Werner; Bomze, Immanuel M. - In: Mathematics of operations research 34 (2009) 1, pp. 83-91

Persistent link: https://www.econbiz.de/10003869989