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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)
Options for volatile markets : managing volatility and protecting against catastrophic risk
McMillan, Lawrence G., (2011)
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger, (2000)
Frey, Rüdiger, (1998)
Perfect option hedging for a large trader