3

A robustness result for stochastic control

Year:
2002
Language:
english
File:
PDF, 123 KB
english, 2002
4

Robustness of shortfall risk minimising strategies in the binomial model

Year:
2003
Language:
english
File:
PDF, 157 KB
english, 2003
7

Shortfall risk minimisation versus symmetric (quadratic) hedging

Year:
2005
Language:
english
File:
PDF, 93 KB
english, 2005
10

On the completeness of a constrained market

Year:
2008
Language:
english
File:
PDF, 77 KB
english, 2008