Narrow search
Showing 1 - 10 of 795,341
Cover Image
Hedging derivatives
Rheinländer, Thorsten; Sexton, Jenny - 2011
Persistent link: https://www.econbiz.de/10009233654
Cover Image
Hedging Derivatives.
Sexton, Jenny - 2011
Key Features:Unique focus on hedging and optimal martingale measuresIncludes new developments about static and dynamic ….2.6 Optimal martingale measures -- 1.3 Notes and further reading -- 2. Stochastic Calculus -- 2.1 Filtrations and martingales -- 2 …
Persistent link: https://www.econbiz.de/10012689402
Cover Image
The numeraire portfolio for unbounded semimartingales
Becherer, Dirk - In: Finance and stochastics 5 (2001) 3, pp. 327-341
Persistent link: https://www.econbiz.de/10001599277
Cover Image
Changes of numeraire for pricing futures, forwards, and options
Schroder, Mark D. - In: The review of financial studies 12 (1999) 5, pp. 1143-1163
Persistent link: https://www.econbiz.de/10001434633
Cover Image
Generic existence and robust nonexistence of numéraires in finite dimensional securities markets
Girotto, Bruno; Ortu, Fulvio - In: Mathematical finance : an international journal of … 10 (2000) 4, pp. 429-442
Persistent link: https://www.econbiz.de/10002179036
Cover Image
The numéraire portfolio in semimartingale financial models
Karatzas, Ioannis; Kardaras, Constantinos - In: Finance and stochastics 11 (2007) 4, pp. 447-493
Persistent link: https://www.econbiz.de/10003645513
Cover Image
On honest times in financial modeling
Nikeghbali, Ashkan; Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003857128
Cover Image
Local risk-minimization under the benchmark approach
Biagini, Francesca; Cretarola, Alessandra; Platen, Eckhard - In: Mathematics and financial economics 8 (2014) 2, pp. 109-134
Persistent link: https://www.econbiz.de/10010341774
Cover Image
Optimal portfolios for exponential Lévy processes
Kallsen, Jan - In: Mathematical methods of operations research 51 (2000) 3, pp. 357-374
Persistent link: https://www.econbiz.de/10001519649
Cover Image
Utility maximization, duality, price for risk, semimartingale represenations & continuous time CAPM
Leitner, Johannes - 2001 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001626257