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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)
Market volatility and feedback effects from dynamic hedging
Frey, Rüdiger, (1995)
Frey, Rüdiger, (1998)