The following pages link to Sebastian Herrmann (Q333899):
Displaying 7 items.
- Minimal conditions for implications of Gronwall-Bellman type (Q333900) (← links)
- Hedging with small uncertainty aversion (Q503389) (← links)
- Single jump processes and strict local martingales (Q901294) (← links)
- Robust pricing and hedging around the globe (Q2299582) (← links)
- Model uncertainty, recalibration, and the emergence of delta-vega hedging (Q2412385) (← links)
- Inventory Management for High-Frequency Trading with Imperfect Competition (Q5215989) (← links)
- Strict local martingales and optimal investment in a Black–Scholes model with a bubble (Q5743124) (← links)
