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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Delbaen, Freddy"
~person:"Gobet, Emmanuel"
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Delbaen, Freddy
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Finance and stochastics
3
Finance and Stochastics
2
Advanced mathematical methods for finance
1
Advances in mathematical economics
1
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The tracking error rate of the Delta-Gamma
hedging
strategy
Gobet, Emmanuel
;
Makhlouf, Azmi
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 277-309
Persistent link: https://www.econbiz.de/10009613201
Saved in:
2
Hedging
under transaction costs in currency markets: a discrete-time model
Delbaen, Freddy
;
Kabanov, Jurij M.
;
Valkeila, Esko
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 45-61
Persistent link: https://www.econbiz.de/10001686163
Saved in:
3
Exponential
hedging
and entropic penalties
Delbaen, Freddy
(
contributor
)
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 99-123
Persistent link: https://www.econbiz.de/10001686219
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