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Convergence of minimum entropy option prices for weakly converging incomplete market models
Hubalek, Friedrich; Hudetz, Thomas - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 559-560
Persistent link: https://www.econbiz.de/10001524384
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The limitations of no-arbitrage arguments for real options
Hubalek, Friedrich; Schachermayer, Walter - In: International journal of theoretical and applied finance 4 (2001) 2, pp. 361-373
Persistent link: https://www.econbiz.de/10001578753
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Quadratic hedging for the Bates model
Hubalek, Friedrich; Sgarra, Carlo - In: International journal of theoretical and applied finance 10 (2007) 5, pp. 873-885
Persistent link: https://www.econbiz.de/10003564682
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Utility maximization in affine stochastic volatility models
Kallsen, Jan; Muhle-Karbe, Johannes - In: International journal of theoretical and applied finance 13 (2010) 3, pp. 459-477
Persistent link: https://www.econbiz.de/10008904356