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Monotone imitation
Oyarzun, Carlos; Ruf, Johannes - In: Economic theory 41 (2009) 3, pp. 411-442
Persistent link: https://www.econbiz.de/10008313710
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HEDGING UNDER ARBITRAGE
Ruf, Johannes - In: Mathematical finance : an international journal of … 23 (2013) 2, pp. 297-317
Persistent link: https://www.econbiz.de/10010087716
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Pricing corporate bonds in an arbitrary jump-diffusion model based on an improved Brownian-bridge algorithm
Ruf, Johannes; Scherer, Matthias - In: The journal of computational finance 14 (2011) 3, pp. 127-127
Persistent link: https://www.econbiz.de/10008928327
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Preface
Bank, Peter; Černý, Aleš - In: Review of derivatives research 12 (2009) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10008253794
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On the computation of optimal monotone mean–variance portfolios via truncated quadratic utility
Černý, Aleš; Maccheroni, Fabio; Marinacci, Massimo; … - In: Journal of mathematical economics 48 (2012) 6, pp. 386-396
Persistent link: https://www.econbiz.de/10010034723