The pricing and hedging of options in finitely elastic markets

Hedging: oekonomische Analyse und praktische Umsetzung

Duerndorfer, Claus

January 1991

Available from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-24105 Kie...

Option pricing under incompleteness and stochastic volatility

Hofmann, Norbert
Platen, Eckhard
Schweizer, Martin

January 1992

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Imperfect hedging of exchange rate risk

Broll, Udo F.
Eckwert, Bernhard

January 1995

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Asset price volatility and option hedging in imperfectly elastic markets

Frey, Ruediger

January 1995

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Stock price distributions, perfect option hedging, and complete markets

Mueller, Sigrid M.

January 1989

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Option hedging for semimartingales

Schweizer, Martin

January 1989

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Currency options and futures as hedging instruments

Hoefer, Birgit
Papadopoulos-Naasan, Alexis

January 1988

Available from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-24105 Kie...

General option pricing beyond black-scholes

Raffelt, Georg G.
Noetzold, Dirk

January 1996

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Option pricing with bounds on the underlying securities

Sondermann, D.
Bonn Univ. (Germany). Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitaeten

January 1986

SIGLEBibliothek Weltwirtschaft Kiel C 148373 / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Tech...

Option pricing and optimal stopping

Christopeit, Norbert

January 1987

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

The use of derivatives markets for hedging currency risks

Battermann, Harald L.
Broll, Udo F.
Muenchen Univ. (Germany). Volkswirtschaftliche Fakultaet

January 1997

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, D-21400 Kiel W 63 (97.18) / F...

Hedging on forward markets with state-dependent utility

Broll, Udo F.
Eckwert, Bernhard

January 1995

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

The option pricing approach to the valuation of country risk

Klein, Martin

January 1990

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

A systematic approach to pricing and hedging of international derivatives with interest rate risk

Frey, Ruediger
Sommer, Daniel

January 1995

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

A general framework for hedging and speculating with options

Korn, Ralf
Universitaet, Mainz (Germany)

January 1997

Available from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, D-21400 Kiel C 205928 / FIZ - Fach...

Hedging: oekonomische Analyse und praktische Umsetzung

Duerndorfer, Claus

January 1991

Available from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-24105 Kie...

Option pricing under incompleteness and stochastic volatility

Hofmann, Norbert
Platen, Eckhard
Schweizer, Martin

January 1992

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Imperfect hedging of exchange rate risk

Broll, Udo F.
Eckwert, Bernhard

January 1995

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Asset price volatility and option hedging in imperfectly elastic markets

Frey, Ruediger

January 1995

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Stock price distributions, perfect option hedging, and complete markets

Mueller, Sigrid M.

January 1989

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Option hedging for semimartingales

Schweizer, Martin

January 1989

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Currency options and futures as hedging instruments

Hoefer, Birgit
Papadopoulos-Naasan, Alexis

January 1988

Available from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-24105 Kie...

General option pricing beyond black-scholes

Raffelt, Georg G.
Noetzold, Dirk

January 1996

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Option pricing with bounds on the underlying securities

Sondermann, D.
Bonn Univ. (Germany). Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitaeten

January 1986

SIGLEBibliothek Weltwirtschaft Kiel C 148373 / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Tech...

Option pricing and optimal stopping

Christopeit, Norbert

January 1987

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

The use of derivatives markets for hedging currency risks

Battermann, Harald L.
Broll, Udo F.
Muenchen Univ. (Germany). Volkswirtschaftliche Fakultaet

January 1997

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, D-21400 Kiel W 63 (97.18) / F...

Hedging on forward markets with state-dependent utility

Broll, Udo F.
Eckwert, Bernhard

January 1995

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

The option pricing approach to the valuation of country risk

Klein, Martin

January 1990

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

A systematic approach to pricing and hedging of international derivatives with interest rate risk

Frey, Ruediger
Sommer, Daniel

January 1995

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

A general framework for hedging and speculating with options

Korn, Ralf
Universitaet, Mainz (Germany)

January 1997

Available from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, D-21400 Kiel C 205928 / FIZ - Fach...

Hedging: oekonomische Analyse und praktische Umsetzung

Duerndorfer, Claus

January 1991

Available from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-24105 Kie...

Option pricing under incompleteness and stochastic volatility

Hofmann, Norbert
Platen, Eckhard
Schweizer, Martin

January 1992

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Imperfect hedging of exchange rate risk

Broll, Udo F.
Eckwert, Bernhard

January 1995

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

The pricing and hedging of options in finitely elastic markets

Abstract

Extracted data

The pricing and hedging of options in finitely elastic markets

Abstract

Extracted data

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