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On the Existence of Shadow Pri...
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Kallsen, Jan
15
Campi, Luciano
7
Cerný, Ales
3
Muhle-Karbe, Johannes
3
Polbennikov, Simon
2
Sbuelz, Alessandro
2
Çetin, Umut
2
Aïd, René
1
Benedetti, Giuseppe
1
Benth, Fred Espen
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DENKL, STEPHAN
1
Danilova, Albina
1
GOY, MARTINA
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KALLSEN, JAN
1
Keller-Ressel, Martin
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Finance and stochastics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Mathematical methods of operations research
3
Applied mathematical finance
2
Journal of economic dynamics & control
2
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1
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OLC EcoSci
ECONIS (ZBW)
141
RePEc
105
USB Cologne (business full texts)
70
Other ZBW resources
5
USB Cologne (EcoSocSci)
2
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On the existence of shadow prices
Benedetti, Giuseppe
;
Campi, Luciano
;
Kallsen, Jan
; …
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 801-818
Persistent link: https://www.econbiz.de/10010183831
Saved in:
2
On the performance of delta hedging strategies in exponential Lvy models
DENKL, STEPHAN
;
GOY, MARTINA
;
KALLSEN, JAN
; …
- In:
Quantitative finance
13
(
2013
)
8
,
pp. 1173-1184
Persistent link: https://www.econbiz.de/10010148514
Saved in:
3
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
Saved in:
4
Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling
Campi, Luciano
;
Çetin, Umut
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 591-602
Persistent link: https://www.econbiz.de/10008221666
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5
Equilibrium model with default and dynamic insider information
Campi, Luciano
;
Çetin, Umut
;
Danilova, Albina
- In:
Finance and stochastics
17
(
2013
)
3
,
pp. 565-585
Persistent link: https://www.econbiz.de/10010131738
Saved in:
6
A STRUCTURAL RISK‐NEUTRAL MODEL FOR PRICING AND HEDGING POWER DERIVATIVES
Aïd, René
;
Campi, Luciano
;
Langrené, Nicolas
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 387-438
Persistent link: https://www.econbiz.de/10010131898
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7
Systematic equity-based credit risk: A CEV model with jump to default
Campi, Luciano
;
Polbennikov, Simon
;
Sbuelz, Alessandro
- In:
Journal of economic dynamics & control
33
(
2009
)
1
,
pp. 93-108
Persistent link: https://www.econbiz.de/10008162054
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8
Multivariate utility maximization with proportional transaction costs
Campi, Luciano
;
Owen, Mark P.
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 461-500
Persistent link: https://www.econbiz.de/10009262461
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9
Systematic equity-based credit risk: A CEV model with jump to default
Campi, Luciano
;
Polbennikov, Simon
;
Sbuelz, Alessandro
- In:
Journal of economic dynamics & control
33
(
2009
)
1
,
pp. 93-109
Persistent link: https://www.econbiz.de/10008890138
Saved in:
10
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
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