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Static hedging of chained-type barrier options
Jun, Doobae; Ku, Hyejin - In: The North American journal of economics and finance : a … 33 (2015), pp. 317-327
Persistent link: https://www.econbiz.de/10011535249
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Perfect hedging of index derivatives under a locally arbitrage free minimal market model
Heath, David C.; Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001619289
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Arbitrage, continuous trading, and margin requirements
Heath, David C. - In: The journal of finance : the journal of the American … 42 (1987) 5, pp. 1129-1142
Persistent link: https://www.econbiz.de/10001055482
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Currency derivatives under a minimal market model with random scaling
Heath, David C.; Platen, Eckhard - 2005
Persistent link: https://www.econbiz.de/10002765054
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Understanding the implied volatility surface for options on a diversified index
Heath, David C.; Platen, Eckhard - In: Asia-Pacific financial markets 11 (2004) 1, pp. 55-77
Persistent link: https://www.econbiz.de/10003084162
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Currency derivatives under a minimal market model with random scaling
Heath, David C.; Platen, Eckhard - In: International journal of theoretical and applied finance 8 (2005) 8, pp. 1157-1177
Persistent link: https://www.econbiz.de/10003280050
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Understanding the implied volatility surface for options on a diversified index
Heath, David C.; Platen, Eckhard - 2004
Persistent link: https://www.econbiz.de/10002253953
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Exponential hedging and entropic penalties
Delbaen, Freddy (contributor) - In: Mathematical finance : an international journal of … 12 (2002) 2, pp. 99-123
Persistent link: https://www.econbiz.de/10001686219