//-->
Deep equal risk pricing of financial derivatives with non-translation invariant risk measures
Carbonneau, Alexandre, (2023)
Improving the option pricing performance of GARCH models in inefficient market
Lahouel, Noureddine, (2020)
Quantile hedging in a defaultable market with life insurance applications
Glazyrina, Anna, (2021)
Probabilistic aspects of options
Foellmer, Hans,
Hedging of non-redundant contingent claims
Foellmer, Hans, (1985)
On Smile and Skewness
Platen, Eckhard, (1994)