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~isPartOf:"Journal of banking & finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Černý, Aleš"
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Hedging
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Černý, Aleš
Fernando, Chitru S.
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Journal of banking & finance
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
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Mathematical Finance, 2008, 18(3), 473-492
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Review of derivatives research
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arXiv preprint 1309.7833
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ECONIS (ZBW)
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1
Hedging
by sequential regressions revisited
Černý, Aleš
;
Kallsen, Jan
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 591-617
Persistent link: https://www.econbiz.de/10003937143
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2
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:
3
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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