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Variance-optimal hedging for p...
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Derivative
Optionspreistheorie
26
Theorie
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17
Portfolio selection
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Kallsen, Jan
6
Denkl, Stephan
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Jahncke, Giso
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Kühn, Christoph
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Muhle-Karbe, Johannes
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Finance and stochastics
1
Handbook of financial time series
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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1
Option pricing
Kallsen, Jan
- In:
Handbook of financial time series
,
(pp. 599-613)
.
2009
Persistent link: https://www.econbiz.de/10003834189
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2
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/10002012597
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3
Pricing options on variance in affine stochastic volatility models
Kallsen, Jan
;
Muhle-Karbe, Johannes
;
Voß, Moritz
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 627-641
Persistent link: https://www.econbiz.de/10009311683
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4
Second-order approximations to pricing and hedging in presence of jumps and stochastic volatility
Denkl, Stephan
-
2013
Persistent link: https://www.econbiz.de/10010200946
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5
Hedging in affine stochastic volatility models
Vierthauer, Richard
-
2010
Persistent link: https://www.econbiz.de/10008779220
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6
Approximate pricing of call options on the quadratic variation in Lévy models
Jahncke, Giso
;
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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