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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Hobson, David G."
~person:"Kohlmann, Michael"
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Discussion paper / Centre for Economic Policy Research
International journal of theoretical and applied finance
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6
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Mean variance hedging in a general jump market
Xiong, Dewen
;
Kohlmann, Michael
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 789-820
Persistent link: https://www.econbiz.de/10008904324
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2
Optimal superhedging under non-convex constraints : a BSDE approach
Bender, Christian
;
Kohlmann, Michael
- In:
International journal of theoretical and applied finance
11
(
2008
)
4
,
pp. 363-380
Persistent link: https://www.econbiz.de/10003746670
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3
Maximizing the probability of a perfect hedge using an imperfectly correlated instrument
Hobson, David G.
;
Penn, Jeremy
- In:
International journal of theoretical and applied finance
8
(
2005
)
6
,
pp. 763-790
Persistent link: https://www.econbiz.de/10003133872
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4
A new class of commodity hedging strategies : a passport options approach
Henderson, Vicky
;
Hobson, David G.
;
Kentwell, Glenn
- In:
International journal of theoretical and applied finance
5
(
2002
)
3
,
pp. 255-278
Persistent link: https://www.econbiz.de/10001674216
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