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~person:"Kallsen, Jan"
~type_genre:"Aufsatz im Buch"
~type_genre:"Multi-volume publication"
~type_genre:"Systematic review"
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Option pricing theory
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Optionspreistheorie
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Derivat
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1
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Option pricing
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Kallsen, Jan
Fabozzi, Frank J.
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El Karoui, Nicole
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Handbook of financial time series
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
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ECONIS (ZBW)
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Approximate pricing of call options on the quadratic variation in Lévy models
Jahncke, Giso
;
Kallsen, Jan
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 241-256)
.
2016
Persistent link: https://www.econbiz.de/10011800371
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2
Option pricing
Kallsen, Jan
- In:
Handbook of financial time series
,
(pp. 599-613)
.
2009
Persistent link: https://www.econbiz.de/10003834189
Saved in:
3
Utility-based derivative pricing in incomplete markets
Kallsen, Jan
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 313-338)
.
2002
Persistent link: https://www.econbiz.de/10001679455
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