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~institution:"Alfred Toepfer Stiftung F.V.S."
~institution:"Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre"
~institution:"Christian-Albrechts-Universität zu Kiel"
~person:"Kallsen, Jan"
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Option trading
2
Optionsgeschäft
2
Portfolio selection
2
Portfolio-Management
2
Theorie
2
Theory
2
American options
1
Bid-ask spread
1
Fixed transaction costs
1
Geld-Brief-Spanne
1
Lévy-Prozess
1
Mathematical programming
1
Mathematische Optimierung
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Optimal investment and pricing
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Option pricing theory
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Optionspreistheorie
1
Overshooting
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Portfolio-Optimierung
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Preisentwicklung
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Search theory
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Stochastic process
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Stochastischer Prozess
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Suchtheorie
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Transaction costs
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Transaktionskosten
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asymptotic expansions
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duality
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optimal stopping
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optimization methods for option pricing
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proportionale Transaktionskosten
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semi-infinite linear programming
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Kallsen, Jan
Weiss, Christoph R.
14
Henning, Christian H. C. A.
11
Abdulai, Awudu
9
Loy, Jens-Peter
8
Lux, Thomas
8
Schmidt, Ulrich
8
Glauben, Thomas
6
Latacz-Lohmann, Uwe
6
Quaas, Martin F.
6
Schultz, Carsten
6
Wittkopp, Antje
6
Görg, Holger
5
Hoffmann, Stefan
5
Rehdanz, Katrin
5
Walter, Achim
5
Wehrhahn, Rainer
5
Bröcker, Johannes
4
Demetrescu, Matei
4
Martin, Christian W.
4
Wolters, Maik H.
4
Carstensen, Kai
3
Meisel, Frank
3
Prahl, Hans-Werner
3
Reitz, Stefan
3
Requate, Tilman
3
Snower, Dennis J.
3
Thiele, Silke
3
Tietje, Hendrik
3
Wiegand, Otto Friedrich
3
Wohltmann, Hans-Werner
3
Wolf, Joachim
3
Brümmer, Bernhard
2
Buchloh, Paul Gerhard
2
Cleophas, Catherine
2
Hassink, Robert
2
Heidland, Tobias
2
Hess, Sebastian
2
Hölscher, Barbara
2
Jensen, Uwe
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Institution
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Alfred Toepfer Stiftung F.V.S.
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
Christian-Albrechts-Universität zu Kiel
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ECONIS (ZBW)
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Approximate pricing of barrier options in Lévy models
Jahncke, Giso
-
2017
Persistent link: https://www.econbiz.de/10011776870
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2
Representable options
Lenga, Matthias
-
2017
Persistent link: https://www.econbiz.de/10012613284
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3
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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4
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
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