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Option pricing theory
Theorie
81
Theory
81
Portfolio selection
45
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45
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40
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36
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34
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33
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information
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English
31
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Kallsen, Jan
21
Muhle-Karbe, Johannes
9
Campi, Luciano
3
Vierthauer, Richard
3
Černý, Aleš
3
Aïd, René
2
Callegaro, Giorgia
2
Feodoria, Mark-Roman
2
Herrmann, Sebastian
2
Keller-Ressel, Martin
2
Krühner, Paul
2
Nutz, Marcel
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Benedetti, Giuseppe
1
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1
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1
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Christian-Albrechts-Universität zu Kiel
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Finance and stochastics
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Applied mathematical finance
2
Mathematics and financial economics
2
Handbook of financial time series
1
International journal of theoretical and applied finance
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Mathematical Finance, 2008, 18(3), 473-492
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
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ECONIS (ZBW)
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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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2
Asymptotic power utility-based pricing and hedging
Kallsen, Jan
;
Muhle-Karbe, Johannes
;
Vierthauer, Richard
- In:
Mathematics and financial economics
8
(
2014
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010235420
Saved in:
3
Option pricing and hedging with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 702-723
Persistent link: https://www.econbiz.de/10011350527
Saved in:
4
On the calculation of risk measures using least-squares Monte Carlo
Benedetti, Giuseppe
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011686897
Saved in:
5
Utility-based derivative pricing in incomplete markets
Kallsen, Jan
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 313-338)
.
2002
Persistent link: https://www.econbiz.de/10001679455
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6
Derivative pricing based on local utility maximization
Kallsen, Jan
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 115-140
Persistent link: https://www.econbiz.de/10001643758
Saved in:
7
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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8
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/10009783361
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9
Utility indifference pricing and hedging for structured contracts in energy markets
Callegaro, Giorgia
;
Campi, Luciano
;
Giusto, Valeria
; …
- In:
Mathematical methods of operations research
85
(
2017
)
2
,
pp. 265-303
Persistent link: https://www.econbiz.de/10011714437
Saved in:
10
No-arbitrage commodity option pricing with market manipulation
Aïd, René
;
Callegaro, Giorgia
;
Campi, Luciano
- In:
Mathematics and financial economics
14
(
2020
)
3
,
pp. 577-603
Persistent link: https://www.econbiz.de/10012240320
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