Items where Author is "Steiger, Gallus"

Article

Rheinlander, Thorsten and Steiger, Gallus (2010) Utility indifference hedging with exponential additive processes. Asia-Pacific Financial Markets, 17 (2). p. 151. ISSN 1387-2834

Rheinlander, Thorsten and Steiger, Gallus (2006) The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models. Annals of Applied Probability, 16 (3). pp. 1319-1351. ISSN 1050-5164