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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Kallsen, Jan"
~subject:"indifference pricing and hedging"
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indifference pricing and hedging
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Kallsen, Jan
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Management science : journal of the Institute for Operations Research and the Management Sciences
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Option pricing and
hedging
with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 702-723
Persistent link: https://www.econbiz.de/10011350527
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