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Option trading
Theorie
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Transaction costs
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Transaktionskosten
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Hedging
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Portfolio selection
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Portfolio-Management
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Martingale
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Option pricing theory
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Optionspreistheorie
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American option
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Diffusion approximation
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Essential supremum
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Foreign exchange market
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Martingale limit theorem
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Optionsgeschäft
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Partial order
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Kabanov, Jurij M.
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Denis, Emmanuel
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Gamys, Moussa
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Lépinette, Emmanuel
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Finance and stochastics
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Journal of mathematical economics
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Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
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Mean square error for the Leland-Lott hedging strategy : convex pay-offs
Denis, Emmanuel
;
Kabanov, Jurij M.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 625-667
Persistent link: https://www.econbiz.de/10008823687
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2
Essential supremum and essential maximum with respect to random preference relations
Kabanov, Jurij M.
;
Lépinette, Emmanuel
- In:
Journal of mathematical economics
49
(
2013
)
6
,
pp. 488-495
Persistent link: https://www.econbiz.de/10010460320
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3
Mean square error for the Leland-Lott hedging strategy
Gamys, Moussa
;
Kabanov, Jurij M.
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 1-25)
.
2009
Persistent link: https://www.econbiz.de/10003871153
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