Search Results - subject:"convex payoffs"

Marinelli, Carlo - In: Annals of finance 20 (2024) 1, pp. 91-127

Persistent link: https://www.econbiz.de/10014566397

Dudenhausen, Antje - 2002

how the robustness property for convex payoffs is recovered while at the same time the hedging bias is avoided. …

Persistent link: https://www.econbiz.de/10010263078

Dudenhausen, Antje - University of Bonn, Germany - 2002

how the robustness property for convex payoffs is recovered while at the same time the hedging bias is avoided. …

Persistent link: https://www.econbiz.de/10004968333