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Analysis of Error with Malliavin Calculus: Application to Hedging
Temam, E. - In: Mathematical Finance 13 (2003) 1, pp. 201-214
Persistent link: https://www.econbiz.de/10005193400
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Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework
Blanchard, Romain; Carassus, Laurence - In: Mathematical Finance 31 (2020) 1, pp. 366-398
Persistent link: https://www.econbiz.de/10012410097