Narrow search
Showing 1 - 3 of 3
Cover Image
Utility theory front to back-inferring utility from agents' choices
Cox, Alexander M. G.; Hobson, David G.; Obłój, Jan - In: International journal of theoretical and applied finance 17 (2014) 3, pp. 1-44
Persistent link: https://www.econbiz.de/10010364759
Cover Image
Performance of robust hedges for digital double barrier options
ObŁój, Jan; Ulmer, Frédérik - In: International journal of theoretical and applied finance 15 (2012) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10009562153
Cover Image
Robust trading of implied skew
Nadtochiy, Sergey; Obłój, Jan - In: International journal of theoretical and applied finance 20 (2017) 2, pp. 1-41
Persistent link: https://www.econbiz.de/10011686820