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~subject:"Option pricing theory"
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Option pricing theory
Theorie
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Theory
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Portfolio selection
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backtesting
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risk-weighted assets
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Rüschendorf, Ludger
3
Wolf, Viktor
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Bergenthum, Jan
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Hammerstein, Ernst August v.
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Lütkebohmert, Eva
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Finance and stochastics
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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Optimality of payoffs in Lévy models
Hammerstein, Ernst August v.
;
Lütkebohmert, Eva
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-46
Persistent link: https://www.econbiz.de/10010438495
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2
Comparison of option prices in seminartingale models
Bergenthum, Jan
;
Rüschendorf, Ludger
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 222-249
Persistent link: https://www.econbiz.de/10003334918
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3
Construction and hedging of optimal payoffs in Lévy models
Rüschendorf, Ludger
;
Wolf, Viktor
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 331-377)
.
2016
Persistent link: https://www.econbiz.de/10011800386
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