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Mean-variance hedging for continuous processes : new proofs and examples
Pham, Huyên
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Finance and stochastics
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1998
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pp. 173-198
Persistent link: https://www.econbiz.de/10001235406
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An entropy approach to the Stein and Stein model with correlation
Rheinländer, Thorsten
- In:
Finance and stochastics
9
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2005
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3
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pp. 399-413
Persistent link: https://www.econbiz.de/10002946727
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Importance sampling for option pricing with feedforward neural networks
Arandjelović, Aleksandar
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Rheinländer, Thorsten
; …
- In:
Finance and stochastics
29
(
2025
)
1
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pp. 97-141
Persistent link: https://www.econbiz.de/10015394776
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