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Black-Scholes model
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International journal of theoretical and applied finance
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The journal of operational risk
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Various approximations of the total aggregate loss quantile function with application to operational risk
Griffiths, Ross
;
Mnif, Walid
- In:
The journal of operational risk
12
(
2017
)
2
,
pp. 23-46
Persistent link: https://www.econbiz.de/10011775504
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On the numerical aspects of optimal option hedging with transaction costs
Josephy, Norman H.
;
Kimball, Lucia
;
Steblovskaya, Victoria
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011686780
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