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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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Hitting time and time change
Vaugirard, Victor E. - In: Applied mathematical finance 11 (2004) 1, pp. 77-94
Persistent link: https://www.econbiz.de/10002001540
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Exotische Zinsswaps : Bewertung, Hedging und Analyse
Bardenhewer, Martin Maria - 2000 - 1. Aufl
Persistent link: https://www.econbiz.de/10001506472
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Exponential hedging and pricing under proportional transaction costs
Bouchard, Bruno - 2000
Persistent link: https://www.econbiz.de/10001548982
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A note on the utility based option pricing with proportional transaction costs under large risk aversion
Bouchard, Bruno - 2000
Persistent link: https://www.econbiz.de/10001548990
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Probabilistic aspects of financial risk
Föllmer, Hans - 2000
Persistent link: https://www.econbiz.de/10001550562
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Quantile hedging for a jump-diffusion financial market model/ R. N. Krutchenko; A. V. Melnikov
Krutchenko, R. N.; Melnikov, A. V. - 2000
Persistent link: https://www.econbiz.de/10001485506
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Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger - In: Finance and stochastics 4 (2000) 2, pp. 161-187
Persistent link: https://www.econbiz.de/10001486701
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Futures hedging and stochastic volatility
Lien, Da-hsiang Donald - In: Advances in futures and options research : a research annual 10 (1999), pp. 253-265
Persistent link: https://www.econbiz.de/10001434836
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Pricing and hedging long-term options
Bakshi, Gurdip S.; Cao, Charles Q.; Chen, Zhiwu - In: Journal of econometrics 94 (2000) 1/2, pp. 277-318
Persistent link: https://www.econbiz.de/10001437760