Narrow search
Showing 1 - 4 of 4
Cover Image
Monte Carlo Evaluation of Greeks for Multidimensional Barrier and Lookback Options
Bernis, Guillaume; Gobet, Emmanuel; Kohatsu-Higa, Arturo - In: Mathematical finance : an international journal of … 13 (2003) 1, pp. 99-114
Persistent link: https://www.econbiz.de/10008215730
Cover Image
Discrete time hedging errors for options with irregular payoffs
Gobet, Emmanuel; Temam, Emmanuel - In: Finance and stochastics 5 (2001) 3, pp. 357-368
Persistent link: https://www.econbiz.de/10008216994
Cover Image
Stochastic Expansion for the Pricing of Call Options with Discrete Dividends
tor, Pierre; Gobet, Emmanuel - In: Applied mathematical finance 19 (2012) 3, pp. 233-265
Persistent link: https://www.econbiz.de/10009983143
Cover Image
THE TRACKING ERROR RATE OF THE DELTA‐GAMMA HEDGING STRATEGY
Gobet, Emmanuel; Makhlouf, Azmi - In: Mathematical finance : an international journal of … 22 (2012) 2, pp. 277-310
Persistent link: https://www.econbiz.de/10009830079