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~language:"eng"
~person:"Kallsen, Jan"
~type_genre:"Hochschulschrift"
~type_genre:"No longer published / No longer aquired"
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Portfolio selection
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approximate hedging
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duality
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exponential Lévy models
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Kallsen, Jan
Bizer, Kilian
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Lux, Thomas
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Klasen, Stephan
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Snower, Dennis J.
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Quaas, Martin F.
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Keser, Claudia
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Spiwoks, Markus
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Bröcker, Johannes
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Kocher, Martin
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Rau, Holger A.
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Schmidt, Klaus M.
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Wohltmann, Hans-Werner
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Cramon-Taubadel, Stephan von
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Kneib, Thomas
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Mußhoff, Oliver
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Qaim, Matin
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Brümmer, Bernhard
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Engel, Christoph
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Grote, Ulrike
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Janeba, Eckhard
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Kirchkamp, Oliver
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Kirk, Michael
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Requate, Tilman
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Riphahn, Regina T.
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Sadrieh, Abdolkarim
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Schmidt, Ulrich
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Goel, Urmila
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Kersten, Wolfgang
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Christian-Albrechts-Universität zu Kiel
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ECONIS (ZBW)
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Lenga, Matthias
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2017
Persistent link: https://www.econbiz.de/10012613284
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2
Optimal investment and utility indifference pricing in the presence of small fixed transaction costs
Feodoria, Mark-Roman
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2016
Persistent link: https://www.econbiz.de/10012388607
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3
On using shadow prices for the asymptotic analysis of portfolio optimization under proportional transaction costs
Ahrens, Lia
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2015
Persistent link: https://www.econbiz.de/10011305815
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4
Second-order approximations to pricing and hedging in presence of jumps and stochastic volatility
Denkl, Stephan
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2013
Persistent link: https://www.econbiz.de/10010200946
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