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~isPartOf:"Advanced modelling in mathematical finance : in honour of Ernst Eberlein"
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
FINRISK Working Paper Series
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Approximate pricing of call options on the quadratic variation in Lévy models
Jahncke, Giso
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Kallsen, Jan
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 241-256)
.
2016
Persistent link: https://www.econbiz.de/10011800371
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Almost surely optimal portfolios under proportional transaction costs
Feodoria, Mark-Roman
;
Kallsen, Jan
- In:
Advanced modelling in mathematical finance : in honour …
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(pp. 303-312)
.
2016
Persistent link: https://www.econbiz.de/10011800383
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