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Hedging
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Biagini, Francesca
6
Rheinländer, Thorsten
6
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2
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2
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1
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ECONIS (ZBW)
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Mean-variance hedging for continuous processes : new proofs and examples
Pham, Huyên
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 173-198
Persistent link: https://www.econbiz.de/10001235406
Saved in:
2
Optimal Martingale measures and their applications in mathematical finance
Rheinländer, Thorsten
-
1999
-
Als Ms. gedr
Persistent link: https://www.econbiz.de/10001410774
Saved in:
3
Hedging derivatives
Rheinländer, Thorsten
;
Sexton, Jenny
-
2011
Persistent link: https://www.econbiz.de/10009233654
Saved in:
4
Utility indifference hedging with exponential additive processes
Rheinländer, Thorsten
;
Steiger, Gallus
- In:
Asia-Pacific financial markets
17
(
2010
)
2
,
pp. 151-169
Persistent link: https://www.econbiz.de/10009237119
Saved in:
5
Consistent factor models for temperature markets
Hell, Philipp
;
Meyer-Brandis, Thilo
;
Rheinländer, Thorsten
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009624466
Saved in:
6
Mean-variance hedging for continuous processes : new proofs and examples
Pham, Huyên
;
Rheinländer, Thorsten
;
Schweizer, Martin
-
1997
Persistent link: https://www.econbiz.de/10009632600
Saved in:
7
Mean-variance hedging for interest rate models with stochastic volatility
Biagini, Francesca
- In:
Decisions in economics and finance : DEF ; a journal of …
25
(
2002
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10001681437
Saved in:
8
Local risk-minimization under the benchmark approach
Biagini, Francesca
;
Cretarola, Alessandra
;
Platen, Eckhard
- In:
Mathematics and financial economics
8
(
2014
)
2
,
pp. 109-134
Persistent link: https://www.econbiz.de/10010341774
Saved in:
9
Minimal variance for insider trading
Biagini, Francesca
;
Øksendal, Bernt K.
- In:
International journal of theoretical and applied finance
9
(
2006
)
8
,
pp. 1351-1376
Persistent link: https://www.econbiz.de/10003397196
Saved in:
10
Mean-variance hedging for stochastic volatility models
Biagini, Francesca
;
Guasoni, Paolo
;
Pratelli, Maurizio
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 109-123
Persistent link: https://www.econbiz.de/10002177187
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