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 Review of Derivatives Research | 2020-05-13 | Paper |
| Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions Review of Derivatives Research | 2018-11-09 | Paper |
| A note on utility indifference pricing International Journal of Theoretical and Applied Finance | 2016-10-24 | Paper |
Research outcomes over time
This page was built for person: Johannes Gerer
