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Search: subject:"local risk-minimizing strategies"
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American option evaluations using higher moments
Gaillardetz, Patrice
;
Hachem, Saeb
- In:
Studies in economics and finance
41
(
2024
)
5
,
pp. 981-997
Persistent link: https://www.econbiz.de/10015199615
Saved in:
2
American option evaluations using higher moments
Gaillardetz, Patrice
;
Hachem, Saeb
- In:
Studies in Economics and Finance
41
(
2023
)
5
,
pp. 981-997
derivatives with American features using
local
risk-minimizing
strategies
. The financial structure is in line with Schweizer (1988 …
Persistent link: https://www.econbiz.de/10015356140
Saved in:
3
Dynamic hedging in incomplete markets using risk measures
Gaillardetz, Patrice
;
Hachem, Saeb
- In:
IMA journal of management mathematics
33
(
2022
)
2
,
pp. 345-367
Persistent link: https://www.econbiz.de/10012798787
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