Busching, William; Hintz, Delphine; Mostovyi, Oleksii; Pozdnyakov, Alexey Fair pricing and hedging under small perturbations of the numéraire on a finite probability space. (English) Zbl 1512.91139 Involve 15, No. 4, 649-668 (2022). MSC: 91G20 60G42 PDFBibTeX XMLCite \textit{W. Busching} et al., Involve 15, No. 4, 649--668 (2022; Zbl 1512.91139) Full Text: DOI arXiv
Boese, Sarah; Cui, Tracy; Johnston, Samuel; Molino, Gianmarco; Mostovyi, Oleksii Stability and asymptotic analysis of the Föllmer-Schweizer decomposition on a finite probability space. (English) Zbl 1470.60108 Involve 13, No. 4, 607-623 (2020). MSC: 60G07 91G10 91G20 93E20 93E24 PDFBibTeX XMLCite \textit{S. Boese} et al., Involve 13, No. 4, 607--623 (2020; Zbl 1470.60108) Full Text: DOI arXiv