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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The financial review : the official publication of the Eastern Finance Association"
~person:"Chen, Son-nan"
~person:"Melʹnikov, Aleksandr V."
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International journal of theoretical and applied finance
The financial review : the official publication of the Eastern Finance Association
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ECONIS (ZBW)
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1
On mean-variance hedging under partial observations and terminal wealth constraints
Makogin, Vitalii
;
Melʹnikov, Aleksandr V.
;
Mišura, …
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734050
Saved in:
2
Efficient hedging for defaultable securities and its application to equity-linked life insurance contracts
Melʹnikov, Aleksandr V.
;
Nosrati, Amir
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011404363
Saved in:
3
Hedging and arbitrage warrants under smile effects : analysis and evidence
Chen, Son-nan
;
Chen, An-Pin
;
Chang, Camus
- In:
International journal of theoretical and applied finance
4
(
2001
)
5
,
pp. 733-758
Persistent link: https://www.econbiz.de/10001612209
Saved in:
4
A study of call price behavior under a stationary return generating process
Chang, Suckjeong J.
- In:
The financial review : the official publication of the …
24
(
1989
)
3
,
pp. 335-354
Persistent link: https://www.econbiz.de/10001103624
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