Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Option pricing theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Existence of shadow prices in...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Theorie
68
Theory
68
Portfolio selection
41
Portfolio-Management
41
Transaction costs
33
Transaktionskosten
33
Optionspreistheorie
27
Hedging
23
Stochastic process
17
Stochastischer Prozess
17
Risikoaversion
13
Volatility
13
Volatilität
13
CAPM
12
Liquidity
12
Liquidität
12
Risk aversion
12
Börsenkurs
11
Share price
11
Incomplete market
10
Unvollkommener Markt
10
Derivat
9
Derivative
9
Risiko
9
Risk
9
transaction costs
8
Securities trading
7
Wertpapierhandel
7
asymptotics
7
Erwartungsnutzen
6
Expected utility
6
Martingal
6
Martingale
6
Option trading
6
Optionsgeschäft
6
Trading volume
6
price impact
6
Decision under uncertainty
5
Entscheidung unter Unsicherheit
5
more ...
less ...
Online availability
All
Free
8
Undetermined
6
Type of publication
All
Article
17
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Graue Literatur
5
Non-commercial literature
5
Aufsatz im Buch
4
Book section
4
Hochschulschrift
4
Arbeitspapier
2
Conference paper
2
Konferenzbeitrag
2
Thesis
2
Working Paper
2
more ...
less ...
Language
All
English
27
Author
All
Kallsen, Jan
21
Muhle-Karbe, Johannes
9
Vierthauer, Richard
3
Černý, Aleš
3
Feodoria, Mark-Roman
2
Herrmann, Sebastian
2
Keller-Ressel, Martin
2
Krühner, Paul
2
Nutz, Marcel
2
Seifried, Frank Thomas
2
Benth, Fred Espen
1
Denkl, Stephan
1
Hubalek, Friedrich
1
Jahncke, Giso
1
Krawczyk, Leszek
1
Lenga, Matthias
1
Meyer-Brandis, Thilo
1
Pauwels, Arnd Philipp
1
Taqqu, Murad S.
1
Voß, Moritz
1
more ...
less ...
Institution
All
Christian-Albrechts-Universität zu Kiel
2
Published in...
All
Finance and stochastics
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Applied mathematical finance
2
Handbook of financial time series
1
Mathematical Finance, 2008, 18(3), 473-492
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Mathematics and financial economics
1
Research paper series / Swiss Finance Institute
1
Review of derivatives research
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
arXiv preprint 1309.7833
1
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
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
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
Saved in:
5
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:
6
Option pricing
Kallsen, Jan
- In:
Handbook of financial time series
,
(pp. 599-613)
.
2009
Persistent link: https://www.econbiz.de/10003834189
Saved in:
7
Option pricing in arch-type models
Kallsen, Jan
- In:
Mathematical finance : an international journal of …
8
(
1998
)
1
,
pp. 13-26
Persistent link: https://www.econbiz.de/10001240800
Saved in:
8
Variance-optimal heding for processes with stationary independent increments
Hubalek, Friedrich
;
Kallsen, Jan
;
Krawczyk, Leszek
-
2005
Persistent link: https://www.econbiz.de/10002830696
Saved in:
9
Variance-optimal hedging for time-changed Lévy processes
Kallsen, Jan
;
Pauwels, Arnd Philipp
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009154430
Saved in:
10
Hedging in affine stochastic volatility models
Vierthauer, Richard
-
2010
Persistent link: https://www.econbiz.de/10008779220
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
