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~person:"Kallsen, Jan"
~isPartOf:"Mathematical Methods of Operations Research"
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Portfolio optimization
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hedging
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incomplete markets
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local utility
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Kallsen, Jan
Kociński, Marek
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Lindberg, Peter
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Mathematical Methods of Operations Research
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Applied Mathematical Finance
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Mathematical Finance, 2008, 18(3), 473-492
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Mathematical methods of operations research
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Research paper series / Swiss Finance Institute
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Review of Derivatives Research
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A utility maximization approach to
hedging
in incomplete markets
Kallsen, Jan
- In:
Mathematical Methods of Operations Research
50
(
1999
)
2
,
pp. 321-338
hedging
problems in frictionless, incomplete markets. Copyright Springer-Verlag Berlin Heidelberg 1999 …
Persistent link: https://www.econbiz.de/10010950103
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