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~person:"Kallsen, Jan"
~subject:"Derivat"
~subject:"Estimation"
~subject:"Risikoaversion"
~subject:"Ölpreis"
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Derivat
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Hedging
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Option pricing theory
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7
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Kallsen, Jan
Lien, Da-hsiang Donald
41
Broll, Udo
36
Kit, Pong Wong
27
Hull, John
26
McAleer, Michael
19
Cotter, John
18
Hammoudeh, Shawkat
17
Korn, Olaf
17
Mensi, Walid
16
Kang, Sang Hoon
15
Fabozzi, Frank J.
12
Chang, Chia-Lin
11
Conlon, Thomas
11
Hanly, Jim
11
Engle, Robert F.
10
Kavussanos, Manolis G.
10
Leistikow, Dean
10
Lo, Andrew W.
10
Rosenberg, Joshua V.
10
Wahl, Jack E.
10
Madan, Dilip B.
9
Welzel, Peter
9
Xuan Vinh Vo
9
Zilcha, Itzhak
9
Alexander, Carol
8
Bali, Turan G.
8
Benth, Fred Espen
8
Dark, Jonathan
8
Deutsch, Hans-Peter
8
Dionne, Georges
8
Fernando, Chitru S.
8
Minton, Bernadette A.
8
Yoon, Seong-min
8
Adam-Müller, Axel F. A.
7
Barbi, Massimiliano
7
Bartram, Söhnke M.
7
Bühler, Wolfgang
7
Caporale, Guglielmo Maria
7
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7
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Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Research paper series / Swiss Finance Institute
1
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ECONIS (ZBW)
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1
Second-order approximations to pricing and
hedging
in presence of jumps and stochastic volatility
Denkl, Stephan
-
2013
Persistent link: https://www.econbiz.de/10010200946
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2
Option pricing and
hedging
with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
-
2012
presence of a random endowment, we obtain asymptotic formulas for utility indi erence prices and
hedging
strategies in the …
Persistent link: https://www.econbiz.de/10009684284
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
Hedging
in affine stochastic volatility models
Vierthauer, Richard
-
2010
Persistent link: https://www.econbiz.de/10008779220
Saved in:
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