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Optionspreistheorie
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Albrecher, Hansjörg
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Dhaene, Jan
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Goovaerts, Marc J.
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Schoutens, Wim
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Bladt, Martin
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Applied mathematical finance
2
Mathematics of operations research
1
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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Pricing of Parisian options for a jump-diffusion model with two-sided jumps
Albrecher, Hansjörg
;
Kortschak, Dominik
;
Zhou, Xiaowen
- In:
Applied mathematical finance
19
(
2012
)
1/2
,
pp. 97-129
Persistent link: https://www.econbiz.de/10009561239
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2
Static hedging of Asian options under Lévy models
Albrecher, Hansjörg
;
Dhaene, Jan
;
Goovaerts, Marc J.
; …
- In:
The journal of derivatives : the official publication …
12
(
2004
)
3
,
pp. 63-72
Persistent link: https://www.econbiz.de/10002672510
Saved in:
3
Static hedging of Asian options under Lévy models : the comonotonicity approach
Albrecher, Hansjörg
;
Dhaene, Jan
;
Goovaerts, Marc J.
; …
-
2003
Persistent link: https://www.econbiz.de/10001938553
Saved in:
4
Strongly convergent homogeneous approximations to inhomogeneous Markov jump processes and applications
Bladt, Martin
;
Peralta, Oscar
- In:
Mathematics of operations research
50
(
2025
)
1
,
pp. 334-355
Persistent link: https://www.econbiz.de/10015211698
Saved in:
5
General lower bounds for arithmetic Asian option prices
Albrecher, H.
;
Mayer, Philipp
;
Schoutens, W.
- In:
Applied mathematical finance
15
(
2008
)
1/2
,
pp. 123-149
Persistent link: https://www.econbiz.de/10003751123
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