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Mean variance hedging in a general jump market
Xiong, Dewen; Kohlmann, Michael - In: International journal of theoretical and applied finance 13 (2010) 5, pp. 789-820
Persistent link: https://www.econbiz.de/10008904324
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The compatible bond-stock market with jumps
Xiong, Dewen; Kohlmann, Michael - In: International journal of theoretical and applied finance 14 (2011) 5, pp. 723-755
Persistent link: https://www.econbiz.de/10009298440
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Optimal superhedging under non-convex constraints : a BSDE approach
Bender, Christian; Kohlmann, Michael - In: International journal of theoretical and applied finance 11 (2008) 4, pp. 363-380
Persistent link: https://www.econbiz.de/10003746670