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~person:"Kallsen, Jan"
~type_genre:"Working Paper"
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Hedging
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Option pricing theory
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Kallsen, Jan
Broll, Udo
89
McAleer, Michael
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Wahl, Jack E.
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Chang, Chia-Lin
20
Kohlmann, Michael
18
Kit, Pong Wong
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Acharya, Viral V.
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Zilcha, Itzhak
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Bos, Charles S.
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Welzel, Peter
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Maurer, Raimond
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Rebelo, Sérgio
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Röthig, Andreas
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Blake, David
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Cairns, Andrew
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Entrop, Oliver
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Föllmer, Hans
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Giglio, Stefano
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Timmer, Yannick
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Research paper series / Swiss Finance Institute
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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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
Variance-optimal heding for processes with stationary independent increments
Hubalek, Friedrich
;
Kallsen, Jan
;
Krawczyk, Leszek
-
2005
Persistent link: https://www.econbiz.de/10002830696
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