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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Černý, Aleš"
~subject:"Option pricing theory"
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Option pricing theory
Hedging
3
Theorie
3
Theory
3
Incomplete market
2
Optionspreistheorie
2
Unvollkommener Markt
2
CAPM
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Černý, Aleš
Dolinsky, Yan
2
Kallsen, Jan
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Madan, Dilip B.
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Renault, Eric
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Wilmott, Paul
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Ankirchner, Stefan
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Advances in futures and options research : a research annual
Mathematical finance : an international journal of mathematics, statistics and financial theory
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Applied mathematical finance
1
J. Kallsen and A. Papapantoleon (eds.), Advanced Modeling in Mathematical Finance, 257-275, Springer, 2016
1
Mathematical Finance, 2008, 18(3), 473-492
1
arXiv preprint 1309.7833
1
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ECONIS (ZBW)
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Mean-variance
hedging
and optimal investment in Heston's model with correlation
Černý, Aleš
;
Kallsen, Jan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
3
,
pp. 473-492
Persistent link: https://www.econbiz.de/10003752317
Saved in:
2
Optimal continuous-time
hedging
with Leptokurtic returns
Černý, Aleš
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 175-203
Persistent link: https://www.econbiz.de/10003543119
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