1

Option pricing and hedging with minimum local expected shortfall

Year:
2004
Language:
english
File:
PDF, 294 KB
english, 2004
2

The skewed multifractal random walk with applications to option smiles

Year:
2002
Language:
english
File:
PDF, 302 KB
english, 2002
4

Option Pricing and Hedging with Minimum Local Expected Shortfall

Year:
2003
Language:
english
File:
PDF, 280 KB
english, 2003