//--> //--> //--> //-->
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:"Stochastic process"
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
On the Existence of Shadow Pri...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Theorie
81
Theory
81
Portfolio selection
45
Portfolio-Management
45
Transaction costs
40
Transaktionskosten
36
Hedging
34
Optionspreistheorie
33
Option pricing theory
31
Stochastischer Prozess
19
Volatilität
18
CAPM
15
Liquidität
14
Risikoaversion
14
Martingal
13
Martingale
13
Volatility
13
Derivat
12
Derivative
12
Liquidity
12
Portfoliomanagement
12
Risk aversion
12
portfolio management
12
Börsenkurs
11
Incomplete market
11
Share price
11
Unvollkommener Markt
11
Risiko
10
Risk
10
Spieltheorie
10
Information
9
information
9
Capital-Asset-Pricing-Modell
8
Risikomanagement
8
Securities trading
8
Wertpapierhandel
8
transaction costs
8
Ertrag
7
Game theory
7
more ...
less ...
Online availability
All
Undetermined
7
Free
6
Type of publication
All
Article
12
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Hochschulschrift
3
Thesis
2
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Conference paper
1
Graue Literatur
1
Konferenzbeitrag
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
19
Author
All
Kallsen, Jan
13
Muhle-Karbe, Johannes
6
Černý, Aleš
3
Campi, Luciano
2
Denkl, Stephan
2
Jahncke, Giso
2
Wang, Zexin
2
Webster, Kevin T.
2
Aïd, René
1
Basei, Matteo
1
Callegaro, Giorgia
1
Herdegen, Martin
1
Krühner, Paul
1
Nutz, Marcel
1
Pauwels, Arnd Philipp
1
Vargiolu, Tiziano
1
Vierthauer, Richard
1
Voß, Moritz
1
Zabaljauregui, Diego
1
Širjaev, Alʹbert N.
1
more ...
less ...
Institution
All
Christian-Albrechts-Universität zu Kiel
1
Published in...
All
Finance and stochastics
3
Applied mathematical finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
International journal of theoretical and applied finance
1
Mathematical Finance, 2008, 18(3), 473-492
1
Mathematical methods of operations research
1
Mathematics of operations research
1
Operations research
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
1
arXiv preprint 1309.7833
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
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
Utility maximization in affine stochastic volatility models
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 459-477
Persistent link: https://www.econbiz.de/10008904356
Saved in:
3
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/10001519649
Saved in:
4
Optimal market making under partial information with general intensities
Campi, Luciano
;
Zabaljauregui, Diego
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 1-45
Persistent link: https://www.econbiz.de/10012254093
Saved in:
5
Nonzero-sum stochastic differential games with impulse controls : a verification theorem with applications
Aïd, René
;
Basei, Matteo
;
Callegaro, Giorgia
;
Campi, …
- In:
Mathematics of operations research
45
(
2020
)
1
,
pp. 205-232
Persistent link: https://www.econbiz.de/10012183035
Saved in:
6
The cumulant process and Esscherś change of measure
Kallsen, Jan
;
Širjaev, Alʹbert N.
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 397-428
Persistent link: https://www.econbiz.de/10001702776
Saved in:
7
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:
8
Second-order approximations to pricing and hedging in presence of jumps and stochastic volatility
Denkl, Stephan
-
2013
Persistent link: https://www.econbiz.de/10010200946
Saved in:
9
Hedging in affine stochastic volatility models
Vierthauer, Richard
-
2010
Persistent link: https://www.econbiz.de/10008779220
Saved in:
10
Mean-variance hedging and optimal investment in Heston's model with correlation
Černý, Aleš
;
Kallsen, Jan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
3
,
pp. 473-492
Persistent link: https://www.econbiz.de/10003752317
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->