Okhrati, Ramin; Balbás, Alejandro; Garrido, José Hedging of defaultable claims in a structural model using a locally risk-minimizing approach. (English) Zbl 1348.60067 Stochastic Processes Appl. 124, No. 9, 2868-2891 (2014). MSC: 60G48 60G51 91G80 PDFBibTeX XMLCite \textit{R. Okhrati} et al., Stochastic Processes Appl. 124, No. 9, 2868--2891 (2014; Zbl 1348.60067) Full Text: DOI arXiv
Ceci, Claudia; Cretarola, Alessandra; Russo, Francesco BSDEs under partial information and financial applications. (English) Zbl 1329.60174 Stochastic Processes Appl. 124, No. 8, 2628-2653 (2014). MSC: 60H10 60H30 91B30 91G80 PDFBibTeX XMLCite \textit{C. Ceci} et al., Stochastic Processes Appl. 124, No. 8, 2628--2653 (2014; Zbl 1329.60174) Full Text: DOI arXiv
Goutte, Stéphane; Oudjane, Nadia; Russo, Francesco Variance optimal hedging for continuous time additive processes and applications. (English) Zbl 1306.60047 Stochastics 86, No. 1, 147-185 (2014). MSC: 60G51 60J25 60J75 60H05 91G10 91G80 PDFBibTeX XMLCite \textit{S. Goutte} et al., Stochastics 86, No. 1, 147--185 (2014; Zbl 1306.60047) Full Text: DOI arXiv
Biagini, Francesca; Cretarola, Alessandra; Platen, Eckhard Local risk-minimization under the benchmark approach. (English) Zbl 1308.91157 Math. Financ. Econ. 8, No. 2, 109-134 (2014). Reviewer: Alexander Szimayer (Hamburg) MSC: 91G20 PDFBibTeX XMLCite \textit{F. Biagini} et al., Math. Financ. Econ. 8, No. 2, 109--134 (2014; Zbl 1308.91157) Full Text: DOI arXiv
Wang, Xingchun; Wang, Yongjin Hedging strategies for discretely monitored Asian options under Lévy processes. (English) Zbl 1285.91132 J. Ind. Manag. Optim. 10, No. 4, 1209-1224 (2014). MSC: 91G20 60G51 91G60 PDFBibTeX XMLCite \textit{X. Wang} and \textit{Y. Wang}, J. Ind. Manag. Optim. 10, No. 4, 1209--1224 (2014; Zbl 1285.91132) Full Text: DOI
Wang, Xingchun; Wang, Yongjin Variance-optimal hedging for target volatility options. (English) Zbl 1275.91127 J. Ind. Manag. Optim. 10, No. 1, 207-218 (2014). MSC: 91G10 60G51 PDFBibTeX XMLCite \textit{X. Wang} and \textit{Y. Wang}, J. Ind. Manag. Optim. 10, No. 1, 207--218 (2014; Zbl 1275.91127) Full Text: DOI