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~isPartOf:"Applied mathematical finance"
~isPartOf:"Computational Statistics"
~person:"Eckwert, Bernhard"
~person:"Kallsen, Jan"
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Hedging
1
Option pricing theory
1
Optionspreistheorie
1
Portfolio optimization
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Stochastic process
1
Stochastischer Prozess
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hedging
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incomplete markets
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Eckwert, Bernhard
Kallsen, Jan
Ahn, Hyungsok
2
Baldeaux, Jan
2
Benth, Fred Espen
2
Frey, Rüdiger
2
Kociński, Marek
2
Lindberg, Peter
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Applied mathematical finance
Computational Statistics
Dresden Discussion Paper Series in Economics
8
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
3
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Mathematical Finance, 2008, 18(3), 473-492
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The Japanese economic review : the journal of the Japanese Economic Association
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arXiv preprint 1309.7833
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Variance-optimal
hedging
for time-changed Lévy processes
Kallsen, Jan
;
Pauwels, Arnd Philipp
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009154430
Saved in:
2
A utility maximization approach to
hedging
in incomplete markets
Kallsen, Jan
- In:
Computational Statistics
50
(
1999
)
2
,
pp. 321-338
hedging
problems in frictionless, incomplete markets. Copyright Springer-Verlag Berlin Heidelberg 1999 …
Persistent link: https://www.econbiz.de/10010759308
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