Works matching IS 13806645 AND DT 2009 AND VI 12 AND IP 1
Results: 4
Option market making under inventory risk.
- Published in:
- Review of Derivatives Research, 2009, v. 12, n. 1, p. 55, doi. 10.1007/s11147-009-9036-3
- By:
- Publication type:
- Article
Preface.
- Published in:
- 2009
- By:
- Publication type:
- Editorial
Quadratic hedging in affine stochastic volatility models.
- Published in:
- Review of Derivatives Research, 2009, v. 12, n. 1, p. 3, doi. 10.1007/s11147-009-9034-5
- By:
- Publication type:
- Article
Dynamic programming and mean-variance hedging with partial execution risk.
- Published in:
- Review of Derivatives Research, 2009, v. 12, n. 1, p. 29, doi. 10.1007/s11147-009-9033-6
- By:
- Publication type:
- Article