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Pricing Two Trees:When Trees a...
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Branger, Nicole
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OLC EcoSci
ECONIS (ZBW)
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Pricing Two Heterogeneous Trees
Branger, Nicole
;
Schlag, Christian
;
Wu, Lue
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
5
,
pp. 1437-1463
Persistent link: https://www.econbiz.de/10009821760
Saved in:
2
Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
Branger, Nicole
;
Schlag, Christian
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
4
,
pp. 1055
Persistent link: https://www.econbiz.de/10008213261
Saved in:
3
Optimal portfolios when volatility can jump
Branger, Nicole
;
Schlag, Christian
;
Schneider, Eva
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 1087-1097
Persistent link: https://www.econbiz.de/10008052218
Saved in:
4
Hedging under model misspecification: All risk factors are equal, but some are more equal than others …
Branger, Nicole
;
Krautheim, Eva
;
Schlag, Christian
; …
- In:
The journal of futures markets
32
(
2012
)
5
,
pp. 397-431
Persistent link: https://www.econbiz.de/10009842701
Saved in:
5
Optimal Derivative Strategies with Discrete Rebalancing
Branger, Nicole
;
Breuer, Beate
;
Schlag, Christian
- In:
The journal of derivatives : the official publication …
16
(
2008
)
2
,
pp. 67-84
Persistent link: https://www.econbiz.de/10008153358
Saved in:
6
Optimal portfolios when volatility can jump
Branger, Nicole
;
Schlag, Christian
;
Schneider, Eva
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 1087-1098
Persistent link: https://www.econbiz.de/10008883924
Saved in:
7
Efficient Hedge Fund Strategy Allocations – Systematic Framework for Investors that Incorporates Higher Moments
Kaiser, Dieter G.
;
Schweizer, Denis
;
Wu, Lue
- In:
Financial markets, institutions & instruments
21
(
2012
)
5
,
pp. 241-261
Persistent link: https://www.econbiz.de/10010044447
Saved in:
8
Keep on smiling? The pricing of Quanto options when all covariances are stochastic
Branger, Nicole
;
Muck, Matthias
- In:
Journal of banking & finance
36
(
2012
)
6
,
pp. 1577-1592
Persistent link: https://www.econbiz.de/10009961911
Saved in:
9
Tractable hedging: An implementation of robust hedging strategies
Branger, Nicole
;
Mahayni, Antje
- In:
Journal of economic dynamics & control
30
(
2006
)
11
,
pp. 1937-1962
Persistent link: https://www.econbiz.de/10007278291
Saved in:
10
Asset allocation: How much does model choice matter?
Branger, Nicole
;
Hansis, Alexandra
- In:
Journal of banking & finance
36
(
2012
)
7
,
pp. 1865-1883
Persistent link: https://www.econbiz.de/10009972339
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