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Option pricing theory
Theorie
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Theory
34
Portfolio selection
25
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23
Risk measure
23
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Entscheidung unter Unsicherheit
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Optionspreistheorie
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expected shortfall
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model uncertainty
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Cost-efficient strategies
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Esscher transform
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Estimation theory
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Rüschendorf, Ludger
3
Wolf, Viktor
2
Bank, Peter
1
Bergenthum, Jan
1
Bernard, Carole
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Hammerstein, Ernst August v.
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Lux, Thibaut
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Finance and stochastics
1
International journal of theoretical and applied finance
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ECONIS (ZBW)
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Model uncertainty, improved Fréchet-Hoeffding bounds and applications in mathematical finance
Lux, Thibaut
-
2017
Persistent link: https://www.econbiz.de/10012194488
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2
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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3
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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4
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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