„Super-hedging“
Suchergebnisse
1.000+ Treffer
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Quantile Hedging
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Essays on minimal supersolutions of BSDEs and on cross hedging in incomplete markets
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Hedging auf illiquiden binomialen Märkten
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Bewertung und Hedging von Optionen bei Transaktionskosten
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Bewertung und Hedging von Optionen bei Transaktionskosten
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Explicit characterization of the super-replication strategy in financial markets with partial transaction costs
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Barrier Option Hedging under Constraints
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Robust Static Super-Replication of Barrier Options
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Pricing under dynamic risk measures
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Duality for pathwise superhedging in continuous time
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Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets
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Quantile hedging
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Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications – BSDEs with Jumps
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When are static superhedging strategies optimal?
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Der größte Trade aller Zeiten – Wie Hedgefonds-Superstar John Paulson in der Finanzkrise Milliarden verdiente
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A Short Note on Super-Hedging an Arbitrary Number of European Options with Integer-Valued Strategies
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Super hedging and arbitrage pricing of bonds and interest rate derivatives
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Dual characterization of super-hedging prices in a currency market with proportional transaction costs
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A quasi-sure optional decomposition and super-hedging result on the Skorokhod space
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Securities Lending and Repos – Instruments and Strategies for Excess Return