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~person:"Kallsen, Jan"
~subject:"Risikoaversion"
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Risikoaversion
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Option pricing theory
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Kallsen, Jan
Kit, Pong Wong
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Cotter, John
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Broll, Udo
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Muhle-Karbe, Johannes
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Miao, Jianjun
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Wang, Neng
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van Eijkel, Remco
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Chen, Bingzheng
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
Option pricing and
hedging
with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
-
2012
presence of a random endowment, we obtain asymptotic formulas for utility indi erence prices and
hedging
strategies in the …
Persistent link: https://www.econbiz.de/10009684284
Saved in:
2
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
Saved in:
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