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isPartOf:"Finance and stochastics"
~person:"Cox, Alexander M. G."
~person:"Klimmek, Martin"
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Cox, Alexander M. G.
Klimmek, Martin
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Robust pricing and hedging under trading restrictions and the emergence of local martingale models
Cox, Alexander M. G.
;
Hou, Zhaoxu
;
Obłój, Jan
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 669-704
Persistent link: https://www.econbiz.de/10011531314
Saved in:
2
Robust price bounds for the forward starting straddle
Hobson, David G.
;
Klimmek, Martin
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 189-214
Persistent link: https://www.econbiz.de/10011417160
Saved in:
3
Model-independent hedging strategies for variance swaps
Hobson, David G.
;
Klimmek, Martin
- In:
Finance and stochastics
16
(
2012
)
4
,
pp. 611-649
Persistent link: https://www.econbiz.de/10009623540
Saved in:
4
Robust pricing and hedging of double no-touch options
Cox, Alexander M. G.
;
Obłój, Jan
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 573-605
Persistent link: https://www.econbiz.de/10009303104
Saved in:
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