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~language:"eng"
~person:"Kallsen, Jan"
~subject:"Consumption theory"
~subject:"Decision under uncertainty"
~subject:"Kapitaleinkommen"
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Consumption theory
Decision under uncertainty
Kapitaleinkommen
Hedging
15
Option pricing theory
9
Optionspreistheorie
9
Portfolio selection
6
Portfolio-Management
6
Stochastic process
6
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Kallsen, Jan
Broll, Udo
13
Guirguis, Michel
12
Agarwal, Vikas
10
Bali, Turan G.
9
Brown, Stephen J.
9
Ang, Andrew
7
Weigert, Florian
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Kit, Pong Wong
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Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
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ECONIS (ZBW)
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Discrete-time variance-optimal
hedging
in affine stochastic volatility models
Kallsen, Jan
;
Muhle-Karbe, Johannes
;
Shenkman, Natalia
; …
- In:
Alternative investments and strategies : credit, …
,
(pp. 375-393)
.
2010
Persistent link: https://www.econbiz.de/10008655196
Saved in:
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
A utility maximization approach to
hedging
in incomplete markets
Kallsen, Jan
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 321-338
Persistent link: https://www.econbiz.de/10001428821
Saved in:
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