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~person:"Kallsen, Jan"
~subject:"Theorie"
~subject:"Volatilität"
~type:"article"
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Hedging
8
Option pricing theory
5
Optionspreistheorie
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3
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Kallsen, Jan
Broll, Udo
72
Lien, Da-hsiang Donald
56
Kit, Pong Wong
43
Wahl, Jack E.
28
Mensi, Walid
15
Hammoudeh, Shawkat
14
Kang, Sang Hoon
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8
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8
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8
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8
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8
Xuan Vinh Vo
8
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7
Bouri, Elie
7
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7
Eckwert, Bernhard
7
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7
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7
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7
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7
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7
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6
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6
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6
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6
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6
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6
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6
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6
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Mathematical methods of operations research
1
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ECONIS (ZBW)
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1
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
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
Saved in:
3
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:
4
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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