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~person:"Kallsen, Jan"
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Kallsen, Jan
Schweizer, Martin
25
Barndorff-Nielsen, Ole E.
23
Jacod, Jean
20
Podolskij, Mark
20
Li, Jia
16
Phillips, Peter C. B.
16
Platen, Eckhard
16
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16
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15
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14
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13
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13
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11
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10
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10
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10
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10
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9
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9
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9
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8
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8
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8
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8
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8
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8
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8
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8
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7
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7
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7
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7
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6
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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International journal of theoretical and applied finance
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1
The Heath-Jarrow-Morton approach for modelling stock options
Krühner, Paul
-
2012
Persistent link: https://www.econbiz.de/10009549758
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:
3
Asymptotic power utility-based pricing and hedging
Kallsen, Jan
;
Muhle-Karbe, Johannes
;
Vierthauer, Richard
- In:
Mathematics and financial economics
8
(
2014
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010235420
Saved in:
4
Utility maximization in affine stochastic volatility models
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 459-477
Persistent link: https://www.econbiz.de/10008904356
Saved in:
5
A counterexample concerning the variance-optimal martingale measure
Černý, Aleš
;
Kallsen, Jan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 305-316
Persistent link: https://www.econbiz.de/10003683288
Saved in:
6
The cumulant process and Esscherś change of measure
Kallsen, Jan
;
Širjaev, Alʹbert N.
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 397-428
Persistent link: https://www.econbiz.de/10001702776
Saved in:
7
Optimal portfolios for exponential Lévy processes
Kallsen, Jan
- In:
Mathematical methods of operations research
51
(
2000
)
3
,
pp. 357-374
Persistent link: https://www.econbiz.de/10001519649
Saved in:
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