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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
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A utility maximization approach to hedging in incomplete markets
Kallsen, Jan - In: Mathematical methods of operations research 50 (1999) 2, pp. 321-338
Persistent link: https://www.econbiz.de/10001428821
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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/10006623505
Cover Image
A utility maximization approach to hedging in incomplete markets
Kallsen, Jan - In: Mathematical methods of operations research 50 (1999) 2, pp. 321-338
Persistent link: https://www.econbiz.de/10006626461
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Existence of shadow prices in finite probability spaces
Kallsen, Jan; Muhle-Karbe, Johannes - In: Mathematical methods of operations research 73 (2011) 2, pp. 251-263
Persistent link: https://www.econbiz.de/10008885414
Cover Image
Existence of shadow prices in finite probability spaces
Kallsen, Jan; Muhle-Karbe, Johannes - In: Mathematical methods of operations research 73 (2011) 2, pp. 251-262
Persistent link: https://www.econbiz.de/10008991842