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Finance and stochastics
Robert H. Smith School Research Paper
47
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Pricing and hedging European options with discrete-time coherent risk
Cherny, Alexander S.
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 537-569
Persistent link: https://www.econbiz.de/10003645530
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Pricing and hedging European options with discrete-time coherent risk
Cherny, Alexander S.
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 537-570
Persistent link: https://www.econbiz.de/10008221668
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3
Dilatation monotone risk measures are law invariant
Cherny, Alexander S.
;
Grigoriev, Pavel G.
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 291
Persistent link: https://www.econbiz.de/10008222016
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4
Dilatation monotone risk measures are law invariant
Cherny, Alexander S.
;
Grigoriev, Pavel G.
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 291-298
Persistent link: https://www.econbiz.de/10003439765
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5
Hedging contingent claims on semimartingales
Jarrow, Robert
;
Madan, Dilip B.
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 111-134
Persistent link: https://www.econbiz.de/10001367662
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6
Optimal investment in derivative securities
Carr, Peter
;
Jin, Xing
;
Madan, Dilip B.
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001553046
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7
Pricing options on realized variance
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 453-476
Persistent link: https://www.econbiz.de/10008214154
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8
Stochastic volatility, jumps and hidden time changes
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 63-90
Persistent link: https://www.econbiz.de/10008216498
Saved in:
9
Optimal investment in derivative securities
Carr, Peter
;
Jin, Xing
;
Madan, Dilip B.
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10008217237
Saved in:
10
Hedging contingent claims on semimartingales
Jarrow, Robert
;
Madan, Dilip B.
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 111
Persistent link: https://www.econbiz.de/10008218080
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