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Hanzon, Bernard
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Analytical models for financial modeling and risk management
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A finite-dimensional HJM model : how important is arbitrage-free evolution?
Devin, Siobhán
;
Hanzon, Bernard
;
Ribarits, Thomas
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1241-1263
Persistent link: https://www.econbiz.de/10008906164
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2
Pricing derivatives on multiple assets : recombining multinomial trees based on Pascal's simplex
Sierag, Dirk
;
Hanzon, Bernard
- In:
Analytical models for financial modeling and risk management
,
(pp. 101-127)
.
2018
Persistent link: https://www.econbiz.de/10011897163
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3
Testing expected shortfall models for derivative positions
Kerkhof, Jeroen
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773733
Saved in:
4
Performance of Delta-hedging strategies in interval models : a robustness study
Roorda, B.
;
Engwerda, Jacob Christiaan
;
Schumacher, Hans
-
1999
Persistent link: https://www.econbiz.de/10000168292
Saved in:
5
Introduction to financial derivatives : modeling, pricing and hedging
Schumacher, Johannes M.
-
2020
Persistent link: https://www.econbiz.de/10012435295
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