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Essays on futures trading under non-standard assumptions
Mattos, Fabio, (2008)
On the concept of opportunity cost in integrated demand management and vehicle routing
Fleckenstein, David, (2025)
Modelling opportunity cost effects in money demand due to openness
Van Huellen, Sophie, (2022)
Utility maximization in affine stochastic volatility models
Kallsen, Jan, (2010)
Discrete-time variance-optimal hedging in affine stochastic volatility models
The general structure of optimal investment and consumption with small transaction costs
Kallsen, Jan, (2017)