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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Brace, Alan"
~person:"Dolinsky, Yan"
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Search: "Energiepreis" OR "Energieversorgung" OR "Erdölpreis" OR "Ölpreis" OR "Rohstoff" OR "Rohstoffpreis"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Research paper series / Swiss Finance Institute
4
Swiss Finance Institute Research Paper
4
Finance and stochastics
1
Mathematics of operations research
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ECONIS (ZBW)
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Limit theorems for partial hedging under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
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2
Perfect and partial hedging for swing game options in discrete time
Dolinsky, Yan
;
Iron, Yonathan
;
Kifer, Yuri
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 447-474
Persistent link: https://www.econbiz.de/10009155203
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3
A multifactor Gauss Markov implementation of Heath, Jarrow, and Morton
Brace, Alan
- In:
Mathematical finance : an international journal of …
4
(
1994
)
3
,
pp. 259-283
Persistent link: https://www.econbiz.de/10001185092
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