20 citations to https://www.mathnet.ru/rus/tm325
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Rudloff B., “Coherent hedging in incomplete markets”, Quant. Finance, 9:2 (2009), 197–206
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А. А. Гущин, “О расширении понятия $f$-дивергенции”, Теория вероятн. и ее примен., 52:3 (2007), 468–489 ; A. A. Gushchin, “On extension of $f$-divergence”, Theory Probab. Appl., 52:3 (2008), 439–455
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Schied A., Stadje M., “Robustness of delta hedging for path-dependent options in local volatility models”, J. Appl. Probab., 44:4 (2007), 865–879
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Bergenthum J., Rüdschendorf L., “Comparison of semimartingales and Levy processes”, Ann. Probab., 35:1 (2007), 228–254
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Bergenthum J., Rueschendorf L., “Convex ordering criteria for Levy processes”, Advances in Data Analysis and Classification, 1:2 (2007), 143–173
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Bergenthum J., Rüschendorf L., “Comparison of option prices in semimartingale models”, Finance Stoch., 10:2 (2006), 222–249
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Branger N., Mahayni A., “Tractable hedging: An implementation of robust hedging strategies”, Journal of Economic Dynamics & Control, 30:11 (2006), 1937–1962
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Kirch M., Runggaldier W.J., “Efficient hedging when asset prices follow a geometric Poisson process with unknown intensities”, SIAM J. Control Optim., 43:4 (2004), 1174–1195
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Møller Th., “Stochastic orders in dynamic reinsurance markets”, Finance Stoch., 8:4 (2004), 479–499
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L. Rüschendorf, “On Upper and Lower Prices in Discrete-Time Models”, Стохастическая финансовая математика, Сборник статей, Труды МИАН, 237, Наука, МАИК «Наука/Интерпериодика», М., 2002, 143–148 ; Proc. Steklov Inst. Math., 237 (2002), 134–139