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isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"European economic review : EER"
~isPartOf:"Finance and stochastics"
~isPartOf:"Mathematical methods of operations research"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~language:"eng"
~person:"Björk, Tomas"
~person:"Constantinescu, Corina"
~person:"Kallsen, Jan"
~person:"Schwartz, Eduardo S."
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Björk, Tomas
Constantinescu, Corina
Kallsen, Jan
Schwartz, Eduardo S.
Kabanov, Jurij M.
17
Barndorff-Nielsen, Ole E.
15
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Journal of financial and quantitative analysis : JFQA
European economic review : EER
Finance and stochastics
Mathematical methods of operations research
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Mathematical finance : an international journal of mathematics, statistics and financial theory
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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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Real options and investment under uncertainty : classical readings and recent contributions
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Energy economics
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Environmental and resource economics
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Essays in financial economics in memory of Irwin Friend
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European finance review : the official journal of the European Finance Association
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Financial markets and financial crises : [presented at the NBER Conference ... held in Key Biscayne, Florida, March 23-24, 1990]
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Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
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Finanzmarkt und Portfolio-Management
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ECONIS (ZBW)
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1
Optimal carbon abatement in a stochastic equilibrium model with climate change
Hambel, Christoph
;
Kraft, Holger
;
Schwartz, Eduardo S.
- In:
European economic review : EER
132
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012693147
Saved in:
2
An application of fractional differential equations to risk theory
Constantinescu, Corina
;
Ramirez, Jorge M.
;
Zhu, Wei
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 1001-1024
Persistent link: https://www.econbiz.de/10012114683
Saved in:
3
On the existence of shadow prices
Benedetti, Giuseppe
;
Campi, Luciano
;
Kallsen, Jan
; …
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 801-818
Persistent link: https://www.econbiz.de/10010190874
Saved in:
4
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
Saved in:
5
Optimal investment under partial information
Björk, Tomas
;
Davis, Mark H. A.
- In:
Mathematical methods of operations research
71
(
2010
)
2
,
pp. 371-399
Persistent link: https://www.econbiz.de/10003958366
Saved in:
6
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:
7
A note on Wick products and the fractional Black-Scholes model
Björk, Tomas
;
Hult, Henrik
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 197-209
Persistent link: https://www.econbiz.de/10002747154
Saved in:
8
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
Saved in:
9
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:
10
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
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