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~accessRights:"free"
~language:"eng"
~person:"Kallsen, Jan"
~subject:"Firm performance"
~subject:"Theory"
~type:"book"
~type_genre:"Conference proceedings"
~type_genre:"Hochschulschrift"
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Firm performance
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Option pricing theory
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Portfolio selection
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Kallsen, Jan
Illing, Gerhard
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Weber, Jürgen
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Bizer, Kilian
5
Edenhofer, Ottmar
5
Müller-Stewens, Günter
5
Sass, Jörn
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Schmidt, Klaus M.
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Arnold, Lutz
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Klasen, Stephan
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Meckel, Miriam
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Schwager, Robert
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Sibbertsen, Philipp
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Sliwka, Dirk
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Winter, Joachim
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Adam, Klaus
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Baskaran, Thushyanthan
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Bierbrauer, Felix
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Burda, Michael C.
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Eckel, Carsten
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Ernst, Holger
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Floyd, Steven W.
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Henning, Christian H. C. A.
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Portfolio optimization in arbitrary dimensions in the presence of small bid-ask spreads
Mikheev, Sergej
-
2017
Persistent link: https://www.econbiz.de/10012193877
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2
Optimal investment and utility indifference pricing in the presence of small fixed transaction costs
Feodoria, Mark-Roman
-
2016
Persistent link: https://www.econbiz.de/10012388607
Saved in:
3
The Heath-Jarrow-Morton approach for modelling stock options
Krühner, Paul
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2012
Persistent link: https://www.econbiz.de/10009549758
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4
Hedging in affine stochastic volatility models
Vierthauer, Richard
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2010
Persistent link: https://www.econbiz.de/10008779220
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