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Esser, Angelika's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
1,363 |
Total
Citations
4 |
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1.
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Esser, Angelika Sal. Oppenheim Jr. & Cie.
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457
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2.
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Esser, Angelika Sal. Oppenheim Jr. & Cie. Mönch, Burkart affiliation not provided to SSRN
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243
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illiquid markets, large trader models, feedback-effect, stochastic liquidity, asset price process, hedging error
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3.
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Esser, Angelika Sal. Oppenheim Jr. & Cie. Mönch, Burkart affiliation not provided to SSRN
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228
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stochastic liquidity, large trader, liquidity derivative
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4.
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Branger, Nicole University of Muenster - Finance Center Muenster Schlag, Christian Goethe University Frankfurt - Department of Finance Esser, Angelika Sal. Oppenheim Jr. & Cie. Bondarenko, Yulia Goethe University Frankfurt - Faculty of Economics and Business Administration
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196
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Mean-Variance hedging, risk management, limited capital, expected squared hedging error, optimal trading strategy, incomplete market, hedging numeraire
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5.
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Branger, Nicole University of Muenster - Finance Center Muenster Schlag, Christian Goethe University Frankfurt - Department of Finance Esser, Angelika Sal. Oppenheim Jr. & Cie.
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133
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Incomplete markets, superhedging, stochastic volatility, stochastic jumps
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6.
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Branger, Nicole University of Muenster - Finance Center Muenster Schlag, Christian Goethe University Frankfurt - Department of Finance Esser, Angelika Sal. Oppenheim Jr. & Cie.
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106
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Incomplete markets, attainability, stochastic volatility, jump-diffusion, superhedging
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7.
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Esser, Angelika Sal. Oppenheim Jr. & Cie.
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Records 1 -
7
of 7 matches
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1
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