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(S,s)-adjustment strategies and hedging under Markovian dynamics
Agliardi, Elettra; Andergassen, Rainer - In: The Geneva risk and insurance review 36 (2011) 2, pp. 112-131
Persistent link: https://www.econbiz.de/10009389200
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Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger - 1998
Persistent link: https://www.econbiz.de/10000993233
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Optionsbewertung und Absicherungsstrategien
Bär, Jürgen - 1999
Persistent link: https://www.econbiz.de/10000993460
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Option hedging using empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1997
Persistent link: https://www.econbiz.de/10000970980
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Varianzminimierende Hedgingstrategien für Optionen bei möglichen Kurssprüngen
Grünewald, Barbara - In: Bewertung und Einsatz von Finanzderivaten, (pp. 43-87). 1997
Persistent link: https://www.econbiz.de/10001321784
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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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[Rezension von: Elliott, Robert J. ..., Mathematics of financial markets]
Cvitanić, Jakša - In: The journal of finance : the journal of the American … 55 (2000) 2, pp. 995-996
Persistent link: https://www.econbiz.de/10001497491
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Zum Hedging europäischer Aktienoptionen bei stochastischen Volatilitäten
Holtrode, Rainer - 2000
Persistent link: https://www.econbiz.de/10001498200
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The entropy theory of stock option pricing
Gulko, Les - In: International journal of theoretical and applied finance 2 (1999) 3, pp. 331-355
Persistent link: https://www.econbiz.de/10001437414
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Discrete time hedging errors for options with irregular payoffs
Gobet, Emmanuel; Temam, Emmanuel - In: Finance and stochastics 5 (2001) 3, pp. 357-367
Persistent link: https://www.econbiz.de/10001599284