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~person:"Kallsen, Jan"
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Martingal
7
Martingale
7
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Option pricing theory
3
Optionspreistheorie
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Kallsen, Jan
Schweizer, Martin
28
Jacod, Jean
18
Podolskij, Mark
18
Platen, Eckhard
16
Phillips, Peter C. B.
15
Jeanblanc, Monique
14
Kardaras, Constantinos
14
Barndorff-Nielsen, Ole E.
13
Jarrow, Robert A.
13
Choulli, Tahir
11
Li, Jia
11
Todorov, Viktor
11
Hulley, Hardy
10
Bayraktar, Erhan
9
Prigent, Jean-Luc
9
Biagini, Francesca
8
Cassese, Gianluca
8
Fontana, Claudio
8
Frittelli, Marco
8
Hobson, David G.
8
Kabanov, Jurij M.
8
Linton, Oliver
8
Nutz, Marcel
8
Scaillet, Olivier
8
Shephard, Neil G.
8
Tauchen, George Eugene
8
Bollerslev, Tim
7
Protter, Philip E.
7
Renault, Olivier
7
Schachermayer, Walter
7
Siu, Tak Kuen
7
Vetter, Mathias
7
Arai, Takuji
6
Clark, Todd E.
6
Elliott, Robert J.
6
Graversen, Svend Erik
6
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6
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Finance and stochastics
1
International journal of theoretical and applied finance
1
Mathematical methods of operations research
1
Mathematics and financial economics
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ECONIS (ZBW)
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1
The Heath-Jarrow-Morton approach for modelling stock options
Krühner, Paul
-
2012
Persistent link: https://www.econbiz.de/10009549758
Saved in:
2
Option pricing and hedging with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 702-723
Persistent link: https://www.econbiz.de/10011350527
Saved in:
3
Asymptotic power utility-based pricing and hedging
Kallsen, Jan
;
Muhle-Karbe, Johannes
;
Vierthauer, Richard
- In:
Mathematics and financial economics
8
(
2014
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010235420
Saved in:
4
Utility maximization in affine stochastic volatility models
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 459-477
Persistent link: https://www.econbiz.de/10008904356
Saved in:
5
A counterexample concerning the variance-optimal martingale measure
Černý, Aleš
;
Kallsen, Jan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 305-316
Persistent link: https://www.econbiz.de/10003683288
Saved in:
6
The cumulant process and Esscherś change of measure
Kallsen, Jan
;
Širjaev, Alʹbert N.
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 397-428
Persistent link: https://www.econbiz.de/10001702776
Saved in:
7
Optimal portfolios for exponential Lévy processes
Kallsen, Jan
- In:
Mathematical methods of operations research
51
(
2000
)
3
,
pp. 357-374
Persistent link: https://www.econbiz.de/10001519649
Saved in:
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