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On the hedging of options on exploding exchange rates
Carr, Peter; Fisher, Travis; Ruf, Johannes - In: Finance and stochastics 18 (2014) 1, pp. 115-144
Persistent link: https://www.econbiz.de/10010235456
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Trading strategies generated by Lyapunov functions
Karatzas, Ioannis; Ruf, Johannes - In: Finance and stochastics 21 (2017) 3, pp. 753-787
Persistent link: https://www.econbiz.de/10011944423
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Filtration shrinkage, the structure of deflators, and failure of market completeness
Kardaras, Constantinos; Ruf, Johannes - In: Finance and stochastics 24 (2020) 4, pp. 871-901
Persistent link: https://www.econbiz.de/10012518123