Gerer, Johannes; Dorfleitner, Gregor Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions. (English) Zbl 1417.91501 Rev. Deriv. Res. 21, No. 2, 175-199 (2018). MSC: 91G20 60G40 PDFBibTeX XMLCite \textit{J. Gerer} and \textit{G. Dorfleitner}, Rev. Deriv. Res. 21, No. 2, 175--199 (2018; Zbl 1417.91501) Full Text: DOI Link
Yamazaki, Akira Pricing average options under time-changed Lévy processes. (English) Zbl 1285.91134 Rev. Deriv. Res. 17, No. 1, 79-111 (2014). MSC: 91G20 60G51 PDFBibTeX XMLCite \textit{A. Yamazaki}, Rev. Deriv. Res. 17, No. 1, 79--111 (2014; Zbl 1285.91134) Full Text: DOI
Kraeussl, Roman; Wiehenkamp, Christian A call on art investments. (English) Zbl 1242.91226 Rev. Deriv. Res. 15, No. 1, 1-23 (2012). MSC: 91G99 91G20 PDFBibTeX XMLCite \textit{R. Kraeussl} and \textit{C. Wiehenkamp}, Rev. Deriv. Res. 15, No. 1, 1--23 (2012; Zbl 1242.91226) Full Text: DOI