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The mathematics of arbitrage
Delbaen, Freddy; Schachermayer, Walter - 2006
Persistent link: https://www.econbiz.de/10002123958
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The mathematics of arbitrage
Delbaen, Freddy; Schachermayer, Walter - 2008 - Corrected 2. printing
Persistent link: https://www.econbiz.de/10003896513
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Passport options
Delbaen, Freddy - In: Mathematical finance : an international journal of … 12 (2002) 4, pp. 299-328
Persistent link: https://www.econbiz.de/10001741937
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Hedging bounded claims with bounded outcomes
Delbaen, Freddy - In: Advances in mathematical economics 8 (2006), pp. 75-86
Persistent link: https://www.econbiz.de/10003308920
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A note on option pricing for the constant elasticity of variance model
Delbaen, Freddy; Shirakawa, Hiroshi - In: Asia-Pacific financial markets 9 (2002) 2, pp. 85-99
Persistent link: https://www.econbiz.de/10001758326
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The super-replication theorem under proportional transaction costs revisited
Schachermayer, Walter - In: Mathematics and financial economics 8 (2014) 4, pp. 383-398
Persistent link: https://www.econbiz.de/10010490973
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A guided tour through quadratic hedging approaches
Schweizer, Martin - 1999
Persistent link: https://www.econbiz.de/10001473109
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Approximation pricing and the variance-optimal martingale measure
Schweizer, Martin - 1995
Persistent link: https://www.econbiz.de/10000927705
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Risky options simplified
Schweizer, Martin - In: International journal of theoretical and applied finance 2 (1999) 1, pp. 59-82
Persistent link: https://www.econbiz.de/10001372090
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On Bermudan options
Schweizer, Martin - In: Advances in finance and stochastics : essays in honour …, (pp. 257-270). 2002
Persistent link: https://www.econbiz.de/10001672241