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Classification: MSC-91G20
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2014

Aihara, S.I. and Bagchi, A. and Kumar, S.K. (2014) On Mean-Variance Hedging of Bond Options with Stochastic Risk Premium Factor. Applied Mathematics & Optimization, 70 (3). pp. 511-537. ISSN 0095-4616 *** ISI Impact 1,366 ***

2011

Aihara, S.I. and Bagchi, A. (2011) Adaptive mean-variance hedging of bond options with stochastic risk term. In: Proceedings of the 42nd ISCIE International Symposium on Stochastic Systems Theory and its Applications (SSS'10), 26-27 Nov 2010, Okayama, Japan. pp. 134-139. The Institute of Systems, Control and Information Engineers (ISCIE). ISBN 978-4-915740-52-7
Göttsche, O.E. and Vellekoop, M.H. (2011) The early exercise premium for the American put under discrete dividends. Mathematical Finance, 21 (2). pp. 335-354. ISSN 0960-1627 *** ISI Impact 2,283 ***