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Robust hedging with proportional transaction costs
Dolinsky, Yan; Soner, Halil Mete - In: Finance and stochastics 18 (2014) 2, pp. 327-347
Persistent link: https://www.econbiz.de/10010340734
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State price density estimation and nonparametric pricing of basket options
Kuang, Yuming; Lai, Tze Leung - In: Journal of mathematical finance 5 (2015) 5, pp. 448-456
Persistent link: https://www.econbiz.de/10011440200
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Efficient hedging of path-dependent options
Kolkiewicz, Adam W. - In: International journal of theoretical and applied finance 19 (2016) 5, pp. 1-27
Persistent link: https://www.econbiz.de/10011525107
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Spectral methods for the calculation of risk measures for variable annuity guaranteed benefits
Feng, Runhuan; Volkmer, Hans W. - In: Astin bulletin : the journal of the International … 44 (2014) 3, pp. 653-681
Persistent link: https://www.econbiz.de/10010407941
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Option volatility and pricing : advanced trading strategies and techniques
Natenberg, Sheldon - 2015 - 2. edition
Persistent link: https://www.econbiz.de/10010458469
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On the use of the moment-matching technique for pricing and hedging multi-asset spread options
Pellegrino, Tommaso; Sabino, Piergiacomo - In: Energy economics 45 (2014), pp. 172-185
Persistent link: https://www.econbiz.de/10010504771
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How to price and trade options : identify, analyze, and execute the best trade probabilities
Sherbin, Al - 2015
Persistent link: https://www.econbiz.de/10010509679
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Limit theorems for partial hedging under transaction costs
Dolinsky, Yan - In: Mathematical finance : an international journal of … 24 (2014) 3, pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
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Static hedging and pricing American knock-in put options
Chung, San-lin; Shih, Pai-ta; Tsai, Wei-che - In: Journal of banking & finance 37 (2013) 1, pp. 191-205
Persistent link: https://www.econbiz.de/10009675545
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Average portfolio insurance strategies
Pézier, Jacques; Scheller, Johanna - 2012
Persistent link: https://www.econbiz.de/10009520561