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1
Mean-Variance Hedging for Stochastic Volatility Models
Biagini, Francesca
;
Guasoni, Paolo
;
Pratelli, Maurizio
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 109-124
Persistent link: https://www.econbiz.de/10008217837
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2
On the use of measure-valued strategies in bond markets
Donno, Marzia De
;
Pratelli, Maurizio
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 87-110
Persistent link: https://www.econbiz.de/10008215021
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3
Functional convergence of Snell envelopes: Applications to American options approximations
Mulinacci, Sabrina
;
Pratelli, Maurizio
- In:
Finance and stochastics
2
(
1998
)
3
,
pp. 311
Persistent link: https://www.econbiz.de/10008218809
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4
ON THE TIMING OPTION IN A FUTURES CONTRACT
Biagini, Francesca
;
Björk, Tomas
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 267-284
Persistent link: https://www.econbiz.de/10008221955
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5
Intensity-based premium evaluation for unemployment insurance products
Biagini, Francesca
;
Groll, Andreas
;
Widenmann, Jan
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 302-316
Persistent link: https://www.econbiz.de/10010148994
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6
LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS
Biagini, Francesca
;
Cretarola, Alessandra
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 669-690
Persistent link: https://www.econbiz.de/10008322208
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7
Pricing of catastrophe insurance options written on a loss index with reestimation
Biagini, Francesca
;
Bregman, Yuliya
;
Meyer-Brandis, Thilo
- In:
Insurance / Mathematics & economics
43
(
2008
)
2
,
pp. 214-222
Persistent link: https://www.econbiz.de/10008104614
Saved in:
8
Pricing of catastrophe insurance options written on a loss index with reestimation
Biagini, Francesca
;
Bregman, Yuliya
;
Meyer-Brandis, Thilo
- In:
Insurance / Mathematics & economics
43
(
2008
)
2
,
pp. 214-223
Persistent link: https://www.econbiz.de/10008880509
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9
Risk minimization under transaction costs
Guasoni, Paolo
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 91-114
Persistent link: https://www.econbiz.de/10008216497
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10
Optimal importance sampling with explicit formulas in continuous time
Guasoni, Paolo
;
Robertson, Scott
- In:
Finance and stochastics
12
(
2008
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10008221431
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