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~isPartOf:"Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, Universität Saarbrücken"
~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of mathematical finance"
~subject:"Risikomanagement"
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Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, Universität Saarbrücken
Finance and stochastics
Journal of mathematical finance
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Option valuation and hedging using an asymmetric risk function : asymptotic optimality through fully nonlinear partial differential equations
Gobet, Emmanuel
;
Pimentel, Isaque
;
Warin, Xavier
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 633-675
Persistent link: https://www.econbiz.de/10012518073
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Risk measures and nonlinear expectations
Chen, Zengjing
;
He, Kun
;
Kulperger, Reg
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 383-391
Persistent link: https://www.econbiz.de/10010239533
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