Narrow search
Showing 91 - 100 of 1,313
Cover Image
Option hedging for semimartingales
Schweizer, Martin - 1989
Persistent link: https://www.econbiz.de/10000757518
Cover Image
Hedging of contingent claims under incomplete information
Föllmer, Hans; Schweizer, Martin - 1990
Persistent link: https://www.econbiz.de/10000811991
Cover Image
Mean-variance hedging for general claims
Schweizer, Martin - 1990
Persistent link: https://www.econbiz.de/10000811993
Cover Image
Option pricing under incompleteness and stochastic volatility
Hofmann, Norbert - In: Mathematical finance : an international journal of … 2 (1992) 3, pp. 153-187
Persistent link: https://www.econbiz.de/10001143994
Cover Image
A microeconomic approach to diffusion models for stock prices
Föllmer, Hans - In: Mathematical finance : an international journal of … 3 (1993) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10001185148
Cover Image
Mean-variance hedging for continuous processes : new proofs and examples
Pham, Huyên - In: Finance and stochastics 2 (1998) 2, pp. 173-198
Persistent link: https://www.econbiz.de/10001235406
Cover Image
On feedback effects from hedging derivatives
Platen, Eckhard - In: Mathematical finance : an international journal of … 8 (1998) 1, pp. 67-84
Persistent link: https://www.econbiz.de/10001240796
Cover Image
On the minimal martingale measure and the Föllmer-Schweizer decomposition
Schweizer, Martin - 1994
Persistent link: https://www.econbiz.de/10000895886
Cover Image
A microeconomic approach to diffusion models for stock prices
Föllmer, Hans - 1992
Persistent link: https://www.econbiz.de/10000865671
Cover Image
Convergence of option values under incompleteness
Runggaldier, Wolfgang J. - 1995
Persistent link: https://www.econbiz.de/10000927701