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Approximating payoffs and pricing formulas

, and . Journal of Economic Dynamics and Control, 24 (11-12): 1721--1746 (October 2000)

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On the risk management of demand deposits: quadratic hedging of interest rate margins., , , , and . Ann. Oper. Res., 313 (2): 1319-1355 (2022)Building a consistent pricing model from observed option prices, and . Discussion Paper / Sonderforschungsbereich 303, Information und die Koordination Wirtschaftlicher Aktivitäten, B, Rheinische Friedrich-Wilhelms-Universität Bonn Univ., Sonderforschungsbereich 303, Bonn, (1998)Approximating payoffs and pricing formulas, and . Journal of Economic Dynamics and Control, 24 (11-12): 1721--1746 (October 2000)The reliability of control experiments : Comparison of the sources of error, and . Journal of Economic Dynamics and Control, 12 (1): 173--179 (March 1988)Dynamic programming and mean-variance hedging., and . Finance Stochastics, 3 (1): 83-110 (1999)