Johannes Gerer
From MaRDI portal
Person:1621615
Available identifiers
zbMath Open gerer.johannesMaRDI QIDQ1621615
List of research outcomes
 | This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon! |
| Publication | Date of Publication | Type |
|---|---|---|
| Time consistent pricing of options with embedded decisions | 2020-05-13 | Paper |
| Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions | 2018-11-09 | Paper |
| A note on utility indifference pricing | 2016-10-24 | Paper |
Research outcomes over time
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