Klebert Kentia

Identifiers

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Papers (3)

1. Nash equilibria for game contingent claims with utility-based hedging math.PR · 2017 · author #1
2. Good Deal Hedging and Valuation under Combined Uncertainty about Drift and Volatility q-fin.MF · 2017 · author #2
3. Hedging under generalized good-deal bounds and model uncertainty q-fin.MF · 2016 · author #2

Mentions

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Frequent Coauthors

• Dirk Becherer 2 shared papers
• Christoph K\"uhn 1 shared papers