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Pricing and hedging Asian-style options on energy
Benth, Fred Espen; Detering, Nils - In: Finance and stochastics 19 (2015) 4, pp. 849-889
Persistent link: https://www.econbiz.de/10011421055
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Pricing options on flow forwards by neural networks in a Hilbert space
Benth, Fred Espen; Detering, Nils; Galimberti, Luca - In: Finance and stochastics 28 (2024) 1, pp. 81-121
Persistent link: https://www.econbiz.de/10014447586
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Valuation of exotic options under shortselling constraints
Schmock, Uwe; Shreve, Steven E.; Wystup, Uwe - In: Finance and stochastics 6 (2002) 2, pp. 143-172
Persistent link: https://www.econbiz.de/10008216440
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Valuation of exotic options under shortselling constraints
Schmock, Uwe; Shreve, Steven E.; Wystup, Uwe - In: Finance and stochastics 6 (2002) 2, pp. 143-172
Persistent link: https://www.econbiz.de/10001662454