Richard Vierthauer

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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!

PublicationDate of PublicationType
Asymptotic power utility-based pricing and hedging
Mathematics and Financial Economics
2015-02-23Paper
Asymptotic power utility-based pricing and hedging
Mathematics and Financial Economics
2015-02-23Paper
Quadratic hedging in affine stochastic volatility models
Review of Derivatives Research
2009-08-31Paper


Research outcomes over time


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