2

Stochastic optimal hedge ratio: theory and evidence

Year:
2012
Language:
english
File:
PDF, 199 KB
english, 2012
3

Portfolio selection: An alternative approach

Year:
2015
Language:
english
File:
PDF, 330 KB
english, 2015
7

Computations of Greeks in a market with jumps via the Malliavin calculus

Year:
2004
Language:
english
File:
PDF, 485 KB
english, 2004
8

On Option Pricing in Illiquid Markets with Jumps

Year:
2013
Language:
english
File:
PDF, 149 KB
english, 2013
17

A Homotopy Analysis Method for the Option Pricing PDE in Post-Crash Markets

Year:
2014
Language:
english
File:
PDF, 240 KB
english, 2014