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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Mathematical methods of operations research"
~person:"Kallsen, Jan"
~subject:"Markov-Kette"
~subject:"Mathematische Optimierung"
~subject:"Wahrscheinlichkeitsrechnung"
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Portfolio selection
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Kallsen, Jan
Cavazos-Cadena, Rolando
7
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5
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4
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Journal of economic theory
Mathematical methods of operations research
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
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Existence of shadow prices in finite probability spaces
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical methods of operations research
73
(
2011
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10008991842
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2
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:
3
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/10001428821
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