Asymptotics of oscillatory integrals with quadratic phase function on Wiener space

von Nualart, David
Veröffentlicht 1998

Asymptotics of infinite dimensional integrals with respect to smooth measures : I

von Albeverio, Sergio
Veröffentlicht 1998

Multiplier optimization for constant proportion portfolio insurance (cppi) strategy

von Biedova, Olga
Veröffentlicht in International journal of theoretical and applied finance (2020)

A model of financial market with several interacting assets : complete market case

von Albeverio, Sergio
Veröffentlicht in Finance and stochastics (2002)

A model of financial market with several interacting assets (extending the multidimensional Black-Scholes model)

von Albeverio, Sergio
Veröffentlicht 1999

A numerical analysis of the extended Black-Scholes model

von Albeverio, Sergio
Veröffentlicht in International journal of theoretical and applied finance (2006)

Asymptotic expansions for Ornstein-Uhlenbeck semigroups perturbed by a potential over Banach spaces

von Albeverio, Sergio
Veröffentlicht 1998

The volatility target effect in investment-linked products with embedded American-type derivatives

von Albeverio, Sergio
Veröffentlicht in Investment management and financial innovations (2019)

Numerical analysis of the extended Black-Scholes model

von Albeverio, Sergio
Veröffentlicht 2003

The volatility target effect in structured investment products with capital protection

von Albeverio, Sergio
Veröffentlicht in Review of derivatives research (2018)

Alternative hedging in a discrete-time incomplete market

von Josephy, Norman H.
Veröffentlicht in Journal of risk (2013)

On the numerical aspects of optimal option hedging with transaction costs

von Josephy, Norman H.
Veröffentlicht in International journal of theoretical and applied finance (2017)