//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Kallsen, Jan"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Hedging"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Hedging
15
Option pricing theory
9
Optionspreistheorie
9
Portfolio selection
6
Portfolio-Management
6
Stochastic process
6
Stochastischer Prozess
6
Theorie
6
Theory
6
Volatility
4
Incomplete market
3
Unvollkommener Markt
3
Derivat
2
Derivative
2
Laplace transform
2
Martingal
2
Martingale
2
Mean-variance hedging
2
Portfolio optimization
2
Risikoaversion
2
Risk aversion
2
Stochastic volatility
2
Transaction costs
2
Transaktionskosten
2
hedging
2
incomplete markets
2
local utility
2
Affine processes
1
Bewertung
1
CAPM
1
Capital income
1
Consumption theory
1
Correlation
1
Decision under uncertainty
1
Entscheidung unter Unsicherheit
1
Erwartungsnutzen
1
Evaluation
1
Expected utility
1
Financial economics
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Article
2
Book / Working Paper
2
Type of publication (narrower categories)
All
Hochschulschrift
2
Thesis
2
Article in journal
1
Aufsatz im Buch
1
Aufsatz in Zeitschrift
1
Book section
1
Language
All
English
4
Author
All
Kallsen, Jan
McAleer, Michael
28
Chang, Chia-Lin
18
Hammoudeh, Shawkat
15
Mensi, Walid
14
Kang, Sang Hoon
13
Giglio, Stefano
12
Dew-Becker, Ian
11
Branger, Nicole
10
Frey, Rüdiger
10
Schlag, Christian
10
Borensztein, Eduardo
9
Bos, Charles S.
9
Jeanne, Olivier
9
Sandri, Damiano
9
Alexander, Carol
8
Koutsokostas, Drosos
8
Lai, Yu-Sheng
8
Papathanasiou, Spyros
8
Xuan Vinh Vo
8
Zhang, Jin E.
8
Bouri, Elie
7
Kelly, Bryan T.
6
Kočenda, Evžen
6
Lin, Yueh-neng
6
Mahieu, Ronald J.
6
Yousaf, Imran
6
Ghorbel, Ahmed
5
Le, Anh
5
Lee, Hsiang-Tai
5
Lien, Da-hsiang Donald
5
Nguyen, Duc Khuong
5
Schuermann, Til
5
Strahan, Philip E.
5
Takahashi, Akihiko
5
Yoon, Seong-min
5
Badescu, Alexandru
4
Beckmann, Joscha
4
Borenstein, Severin
4
Bossaerts, Peter L.
4
Caballero, Ricardo J.
4
more ...
less ...
Published in...
All
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->