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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Mathematical methods of operations research"
~person:"Kallsen, Jan"
~person:"Runggaldier, Wolfgang J."
~subject:"Mathematische Optimierung"
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Kallsen, Jan
Runggaldier, Wolfgang J.
Korn, Ralf
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Journal of economic theory
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Asia-Pacific financial markets
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Applied mathematics monographs
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Lecture notes in mathematics <Berlin> / Subseries / Fondazione CIME, Firenze
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Lectures given at the ... session of the Centro Internazionale Matematico Estivo (CIME) ..
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Radon Series on Computational and Applied Mathematics Ser
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Radon series on computational and applied mathematics
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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
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2
A utility maximization approach to hedging in incomplete markets
Kallsen, Jan
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 321-338
Persistent link: https://www.econbiz.de/10001428821
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3
Risk-minimizing hedging strategies under restricted information : the case of stochastic volatility models observable only at discrete random times
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 339-350
Persistent link: https://www.econbiz.de/10001428847
Saved in:
4
On dynamic programming for sequential decision problems under a general form of uncertainty
DaiPra, Paolo
- In:
Mathematical methods of operations research
45
(
1997
)
1
,
pp. 81-107
Persistent link: https://www.econbiz.de/10001217607
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