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~language:"eng"
~person:"Kallsen, Jan"
~subject:"Decision under uncertainty"
~subject:"Kapitaleinkommen"
~subject:"Volatility"
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Decision under uncertainty
Kapitaleinkommen
Volatility
Hedging
15
Option pricing theory
9
Optionspreistheorie
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Portfolio selection
6
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Kallsen, Jan
McAleer, Michael
27
Chang, Chia-Lin
17
Hammoudeh, Shawkat
15
Mensi, Walid
14
Guirguis, Michel
13
Kang, Sang Hoon
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Giglio, Stefano
12
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11
Dew-Becker, Ian
11
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10
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9
Bali, Turan G.
9
Borensztein, Eduardo
9
Brown, Stephen J.
9
Frey, Rüdiger
9
Jeanne, Olivier
9
Sandri, Damiano
9
Bouri, Elie
8
Koutsokostas, Drosos
8
Lai, Yu-Sheng
8
Papathanasiou, Spyros
8
Schlag, Christian
8
Xuan Vinh Vo
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Zhang, Jin E.
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Lin, Yueh-neng
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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
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ECONIS (ZBW)
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1
Second-order approximations to pricing and
hedging
in presence of jumps and stochastic volatility
Denkl, Stephan
-
2013
Persistent link: https://www.econbiz.de/10010200946
Saved in:
2
Hedging
in affine stochastic volatility models
Vierthauer, Richard
-
2010
Persistent link: https://www.econbiz.de/10008779220
Saved in:
3
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:
4
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:
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