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On the pricing of options under limited information
De Schepper, Ann (contributor); Heijnen, Bart (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002089715
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Mean-variance hedging under additional market information
Thierbach, Frank (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825437
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Effectiveness of hedging strategies under model misspecification and trading restrictions
Dudenhausen, Antje (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825459
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An examination of the effects of parameter misspecification
Dudenhausen, Antje (contributor); Schlögl, Lutz (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825761
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The influence of a stochastic interest rate on the n-fold compound option
Thomassen, Liesbeth (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916879
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The risk management of minimum return guarantees
Mahayni, Antje (contributor); Schlögel, Erik (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001970344
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Decomposition of the n-fold compound option
Thomassen, Liesbeth (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001950918