1
by Madan, Dilip B., Schoutens, Wim
Published 2022
Cambridge University Press
Table of Contents: ... -- Multivariate static hedge designs using measure-distorted valuations -- Static portfolio allocation theory...

2
by Madan, Dilip, Schoutens, Wim
Published 2016
Cambridge University Press
Table of Contents: ... finance; 7. Conic portfolio theory; 8. Conic hedging; 9. Hedging insurance contracts; 10. Option...

3
by Schoutens, Wim
Published 2003
Wiley-Blackwell
... on the finance industry. In parallel, the theory of Lévy processes has also seen many exciting developments...