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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Kallsen, Jan"
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Option pricing theory
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Kallsen, Jan
Kabanov, Jurij M.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Management science : journal of the Institute for Operations Research and the Management Sciences
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Applied Mathematical Finance
1
Applied mathematical finance
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Computational Statistics
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Mathematical Finance, 2008, 18(3), 473-492
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Mathematical Methods of Operations Research
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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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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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arXiv preprint 1309.7833
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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:
2
Hedging
by sequential regressions revisited
Černý, Aleš
;
Kallsen, Jan
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 591-617
Persistent link: https://www.econbiz.de/10003937143
Saved in:
3
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:
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