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~person:"Kallsen, Jan"
~subject:"Risikoaversion"
~isPartOf:"Research paper series / Swiss Finance Institute"
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Kallsen, Jan
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Research paper series / Swiss Finance Institute
Mathematical finance : an international journal of mathematics, statistics and financial theory
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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 …
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