Found: 5
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Quantile hedging.
- Published in:
- Finance & Stochastics, 1999, v. 3, n. 3, p. 251, doi. 10.1007/s007800050062
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- Publication type:
- Article
Beating a moving target: Optimal portfolio strategies for outperforming a stochastic benchmark.
- Published in:
- Finance & Stochastics, 1999, v. 3, n. 3, p. 275, doi. 10.1007/s007800050063
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- Publication type:
- Article
Exercise regions of American options on several assets.
- Published in:
- Finance & Stochastics, 1999, v. 3, n. 3, p. 295, doi. 10.1007/s007800050064
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- Publication type:
- Article
Convergence of strategies: An approach using Clark-Haussmann's formula.
- Published in:
- Finance & Stochastics, 1999, v. 3, n. 3, p. 323, doi. 10.1007/s007800050065
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- Publication type:
- Article
Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences.
- Published in:
- Finance & Stochastics, 1999, v. 3, n. 3, p. 345, doi. 10.1007/s007800050066
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- Publication type:
- Article