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Kallsen, Jan
15
Cerný, Ales
3
Muhle-Karbe, Johannes
3
Benedetti, Giuseppe
1
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1
Campi, Luciano
1
DENKL, STEPHAN
1
GOY, MARTINA
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Finance and stochastics
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Mathematical methods of operations research
3
Applied mathematical finance
2
Quantitative finance
1
Review of derivatives research
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OLC EcoSci
ECONIS (ZBW)
111
RePEc
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Other ZBW resources
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USB Cologne (business full texts)
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USB Cologne (EcoSocSci)
2
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1
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:
2
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:
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
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
Saved in:
5
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
Saved in:
6
Pricing derivatives of American and game type in incomplete markets
Kallsen, Jan
;
Kühn, Christoph
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10008214883
Saved in:
7
The cumulant process and Esscher's change of measure
Kallsen, Jan
;
Shiryaev, Albert N.
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 397-428
Persistent link: https://www.econbiz.de/10008216168
Saved in:
8
Derivative pricing based on local utility maximization
Kallsen, Jan
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 115
Persistent link: https://www.econbiz.de/10008216496
Saved in:
9
Option Pricing in ARCH-type Models
Kallsen, Jan
;
Taqqu, Murad S.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
1
,
pp. 13-26
Persistent link: https://www.econbiz.de/10008219353
Saved in:
10
MEAN-VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION
Cerný, Ales
;
Kallsen, Jan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
3
,
pp. 473
Persistent link: https://www.econbiz.de/10008221063
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