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Analyse der Effektivität von Absicherungsstrategien in unvollständigen Finanzmarktmodellen
Dudenhausen, Antje, (2001)
Valuation, hedging, and bounds of swaps under multi-factor BNS-type stochastic volatility models
Issaka, Aziz, (2020)
Delta hedging and volatility-price elasticity : a two-step approach
Xia, Kun, (2023)
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger, (1997)
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger, (1998)
Frey, Rüdiger, (2000)