Research output per year
Research output per year
Research output
- 1 Article
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Pricing index options by static hedging under finite liquidity
Armstrong, J., Pennanen, T. A. & Rakwongwan, U., 27 Sept 2018, In: International Journal of Theoretical and Applied Finance. 21, 06Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Citations (Scopus)225 Downloads (Pure)
Thesis
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Utility-based hedging of exotic options under finite liquidity: a computational approach
Author: Rakwongwan, U., 1 May 2020Supervisor: Pennanen, T. (Supervisor) & Armstrong, J. (Supervisor)
Student thesis: Doctoral Thesis › Doctor of Philosophy