„Superhedging“

Suchergebnisse

1.000+ Treffer

• Quantile Hedging
  Föllmer, Hans ; Leukert, Peter 2006 Humboldt-Universität zu Berlin
• Bewertung und Hedging von Optionen bei Transaktionskosten
  Zerban, Boris 2004 Diplom.de
• Bewertung und Hedging von Optionen bei Transaktionskosten
  Zerban, Boris 2004 Diplom.de
• Superhedging prices of European and American options in a non-linear incomplete market with default
  Grigorova, Miryana ; Quenez, Marie-Claire ; Sulem, Agnès 2018 Universitätsbibliothek Bielefeld
• Superhedging supermartingales
  Bender, C. ; Ferrando, S.E. ; Gajewski, K. ; González, A.L. 2025 Saarländische Universitäts- und Landesbibliothek
• Neural network approximation for superhedging prices
  Biagini, Francesca ; Gonon, Lukas ; Reitsam, Thomas 2022 Ludwig-Maximilians-Universität München
• Duality for pathwise superhedging in continuous time
  Bartl, Daniel ; Kupper, Michael ; Prömel, David Johannes ; Tangpi, Ludovic 2019 Universitätsbibliothek Mannheim
• Duality for pathwise superhedging in continuous time
  Bartl, Daniel ; Kupper, Michael ; Prömel, David Johannes ; Tangpi, Ludovic
• Duality for pathwise superhedging in continuous time
  Bartl, Daniel ; Kupper, Michael ; Prömel, David Johannes ; Tangpi, Ludovic 2019 KOPS Universität Konstanz
• Pathwise superhedging on prediction sets
  Bartl, Daniel ; Kupper, Michael ; Neufeld, Ariel
• Quantile hedging
  Föllmer, Hans ; Leukert, Peter 1998 Sonderforschungsbereich 373
• Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications – BSDEs with Jumps
  Delong, Łukasz 2013 Springer London
• Approximation and asymptotics in the superhedging problem for binary options
  Smirnov, Sergey ; Sotnikov, Dimitri ; Zanochkin, Andrey
• When are static superhedging strategies optimal?
  Branger, Nicole ; Esser, Angelika ; Schlag, Christian 2005 Univ.-Bibliothek Frankfurt am Main
• Structural Stability of the Financial Market Model: Continuity of Superhedging Price and Model Approximation
  Smirnov, Sergey N.
• Guaranteed Deterministic Approach to Superhedging: Mixed Strategies and Game Equilibrium
  Smirnov, S. N.
• Guaranteed Deterministic Approach to Superhedging: Most Unfavorable Scenarios of Market Behavior and the Moment Problem
  Smirnov, S. N.
• Pathwise superhedging under proportional transaction costs
  Kim, Mun-Chol ; Ryom, Song-Chol
• Guaranteed Deterministic Approach to Superhedging: the Semicontinuity and Continuity Properties of Solutions of the Bellman–Isaacs Equations
  Smirnov, S. N.
• Guaranteed Deterministic Approach to Superhedging: Structural Stability and Approximation
  Smirnov, S. N.