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• Eckhard Platen

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Article provided by Blackwell Publishing in its journal Mathematical Finance.

Volume (Year): 11 (2001)
Issue (Month): 4 ()
Pages: 385-413
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Handle: RePEc:bla:mathfi:v:11:y:2001:i:4:p:385-413

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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Hardy Hulley & T. A. McWalter, 2008. "Quadratic Hedging of Basis Risk," Research Paper Series 225, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
2. Alfredo Ibáñez, 2005. "Option-Pricing in Incomplete Markets: The Hedging Portfolio plus a Risk Premium-Based Recursive Approach," Computing in Economics and Finance 2005 216, Society for Computational Economics. [Downloadable!]
3. Marie-Amelie Morlais, 2006. "Quadratic BSDEs driven by a continuous martingale and application to utility maximization problem," Quantitative Finance Papers math/0610749, arXiv.org, revised Mar 2008. [Downloadable!]
4. Marie-Amélie Morlais, 2009. "Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem," Finance and Stochastics, Springer, vol. 13(1), pages 121-150, January. [Downloadable!] (restricted)
5. Eckhard Platen & Jason West, 2004. "A Fair Pricing Approach to Weather Derivatives," Asia-Pacific Financial Markets, Springer, vol. 11(1), pages 23-53, March. [Downloadable!] (restricted)
6. Vicky Henderson, 2002. "Analytical Comparisons of Option prices in Stochastic Volatility Models," OFRC Working Papers Series 2002mf03, Oxford Financial Research Centre. [Downloadable!]
7. Hélène Hamisultane, 2008. "Which Method for Pricing Weather Derivatives ?," Working Papers halshs-00355856_v1, HAL. [Downloadable!]
8. Traian A Pirvu & Ulrich G Haussmann, 2007. "On Robust Utility Maximization," Quantitative Finance Papers math/0702727, arXiv.org. [Downloadable!]
9. Vicky Henderson & David Hobson & Sam Howison & Tino Kluge, 2003. "A Comparison of q-optimal Option Prices in a Stochastic Volatility Model with Correlation," OFRC Working Papers Series 2003mf02, Oxford Financial Research Centre. [Downloadable!]
10. Eckhard Platen, 2003. "Pricing and Hedging for Incomplete Jump Diffusion Benchmark Models," Research Paper Series 110, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
11. Jan Kallsen & Richard Vierthauer, 2009. "Quadratic hedging in affine stochastic volatility models," Review of Derivatives Research, Springer, vol. 12(1), pages 3-27, April. [Downloadable!] (restricted)

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This page was last updated on 2009-12-4.