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Hedging
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Davis, Mark H. A.
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Lleo, Sébastien
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Advanced series on statistical science & applied probability
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From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
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The handbook of post crisis financial modelling
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ECONIS (ZBW)
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Optimal hedging with basis risk
Davis, Mark H. A.
- In:
From stochastic calculus to mathematical finance : the …
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(pp. 169-187)
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2006
Persistent link: https://www.econbiz.de/10003287153
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Model-free methods in valuation and hedging of derivative securities
Davis, Mark H. A.
- In:
The handbook of post crisis financial modelling
,
(pp. 168-189)
.
2016
Persistent link: https://www.econbiz.de/10011475750
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Risk-sensitive investment management
Davis, Mark H. A.
;
Lleo, Sébastien
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2015
Persistent link: https://www.econbiz.de/10013421582
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