Volume 12, Issue 1 | Review of Derivatives Research

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Volume 12, Issue 1

April 2009

Special Issue on Advances in Mean Variance Hedgeing, Guest Editors: Ales Cerny and Peter Bank

4 articles in this issue

Preface
Peter Bank
Aleš Černý
EditorialNotes 26 April 2009 Pages: 1 - 2
Quadratic hedging in affine stochastic volatility models
Jan Kallsen
Richard Vierthauer
OriginalPaper 05 May 2009 Pages: 3 - 27
Dynamic programming and mean-variance hedging with partial execution risk
Koichi Matsumoto
OriginalPaper 06 May 2009 Pages: 29 - 53
Option market making under inventory risk
Sasha Stoikov
Mehmet Sağlam
OriginalPaper 29 April 2009 Pages: 55 - 79