Hedging with risk for game options in discrete time

By Dolinsky Yan   Kifer Yuri  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 79, Iss. 1-2, 2007-02 ,pp. : 169-195

Taylor & Francis Ltd

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A note on convergence of an approximate hedging portfolio with liquidity risk

By Song Seongjoo   Lee Kiseop  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 79, Iss. 5, 2007-09 ,pp. : 419-429

Taylor & Francis Ltd

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The static hedging of CDO tranche correlation risk

By Walker Michael  

International Journal of Computer Mathematics, Vol. 86, Iss. 6, 2009-06 ,pp. : 940-954

Taylor & Francis Ltd

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Hedging Interest Rate Risk by Optimization in Banach Spaces

By Balbás A.   Romera R.  

Journal of Optimization Theory and Applications, Vol. 132, Iss. 1, 2007-01 ,pp. : 175-191

Springer Publishing Company

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Stochastic Control Methods: Hedging in a Market Described by Pure Jump Processes

By Gerardi Anna  

Acta Applicandae Mathematicae, Vol. 111, Iss. 3, 2010-09 ,pp. : 233-255

Springer Publishing Company

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