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~subject:"Stochastic process"
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Dynamic dimension reduction for financial applications
Nasekin, Sergey
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2017
Persistent link: https://www.econbiz.de/10011703000
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2
Risk management of variable annuities
Ruez, Frederik
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2017
Persistent link: https://www.econbiz.de/10012659889
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3
Dynamic hedging in illiquid financial markets
Voß, Moritz
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2017
Persistent link: https://www.econbiz.de/10012194375
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4
Hedging in nonlinear models of illiquid financial markets
Sah, Nadim
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2014
Persistent link: https://www.econbiz.de/10010532759
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5
Second-order approximations to pricing and hedging in presence of jumps and stochastic volatility
Denkl, Stephan
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2013
Persistent link: https://www.econbiz.de/10010200946
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6
Pricing and hedging under high-dimensional jump-diffusion models using partial differential equations
Hepperger, Peter Thomas
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2011
Persistent link: https://www.econbiz.de/10009375794
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7
Hedging in affine stochastic volatility models
Vierthauer, Richard
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2010
Persistent link: https://www.econbiz.de/10008779220
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8
Hedging credit derivatives when recovery rates are stochastic
Kroemer, Patrick
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2015
Persistent link: https://www.econbiz.de/10011348594
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9
Volatility markets : consistent modeling, hedging and practical implementation
Bühler, Hans
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2006
Persistent link: https://www.econbiz.de/10003372033
Saved in:
10
The optimal martingale measure for investors with exponential utility function
Steiger, Gallus Johannes
(
contributor
)
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2005
Persistent link: https://www.econbiz.de/10003278318
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