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Browsing byAuthorHeath, D
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Showing results 2 to 4 of 4
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Issue Date
Title
Author(s)
2001-01-01
A comparison of two quadratic approaches to hedging in incomplete markets
Heath, D
;
Platen, E
;
Schweizer, M
2005-12-01
Currency derivatives under a minimal market model with random scaling
Heath, D
;
Platen, E
2003-12-01
Pricing of index options under a minimal market model with log-normal scaling
Heath, D
;
Platen, E