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Exploding hedging errors for digital options
Gallus, Christoph - In: Finance and stochastics 3 (1999) 2, pp. 187-201
Persistent link: https://www.econbiz.de/10001367045
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A short term interest rate model
Platen, Eckhard - In: Finance and stochastics 3 (1999) 2, pp. 215-225
Persistent link: https://www.econbiz.de/10001367329
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Quantile hedging
Föllmer, Hans; Leukert, Peter - In: Finance and stochastics 3 (1999) 3, pp. 251-273
Persistent link: https://www.econbiz.de/10001389101
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Option pricing in the presence of natural boundaries and a quadratic diffusion term
Rady, Sven - In: Finance and stochastics 1 (1997) 4, pp. 331-344
Persistent link: https://www.econbiz.de/10001226610
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Continuous-time term structure models : forward measure approach
Musiela, Marek - In: Finance and stochastics 1 (1997) 4, pp. 261-291
Persistent link: https://www.econbiz.de/10001226612
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Processes of normal inverse Gaussian type
Barndorff-Nielsen, Ole E. - In: Finance and stochastics 2 (1998) 1, pp. 41-68
Persistent link: https://www.econbiz.de/10001230156
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Functional convergence of Snell envelopes : application to American options approximations
Mulinacci, Sabrina - In: Finance and stochastics 2 (1998) 3, pp. 311-327
Persistent link: https://www.econbiz.de/10001243268
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Lévy processes in finance : a remedy to the non-stationarity of continuous martingales
Leblanc, Boris - In: Finance and stochastics 2 (1998) 4, pp. 399-408
Persistent link: https://www.econbiz.de/10001247134
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Mean-variance hedging for continuous processes : new proofs and examples
Pham, Huyên - In: Finance and stochastics 2 (1998) 2, pp. 173-198
Persistent link: https://www.econbiz.de/10001235406
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Static hedging under maturity mismatch
Mayer, Philipp; Packham, Natalie; Schmidt, Wolfgang M. - In: Finance and stochastics 19 (2015) 3, pp. 509-539
Persistent link: https://www.econbiz.de/10011418246