arXiv 2018-01-12 EN Asymptotic Static Hedge via Symmetrization Akahori, Jiro · Barsotti, Flavia · Imamura, Yuri
arXiv 2014-12-08 EN A BSDE approach to fair bilateral pricing under endogenous collateralization Nie, Tianyang · Rutkowski, Marek
arXiv 2014-02-11 EN Model-independent Superhedging under Portfolio Constraints Fahim, Arash · Huang, Yu-Jui
arXiv 2011-04-23 EN Semi-Static Hedging Based on a Generalized Reflection Principle on a Multi Dimensional Brownian Motion Imamura, Yuri · Takagi, Katsuya