Works matching IS 09492984 AND DT 1999 AND VI 3 AND IP 3
Results: 5
Quantile hedging.
- Published in:
- Finance & Stochastics, 1999, v. 3, n. 3, p. 251, doi. 10.1007/s007800050062
- By:
- 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
- By:
- 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
- By:
- 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
- By:
- 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
- By:
- Publication type:
- Article