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~person:"Kallsen, Jan"
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Derivat
7
Derivative
7
Option pricing theory
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Kallsen, Jan
Fabozzi, Frank J.
75
Hull, John
61
Lien, Da-hsiang Donald
50
Jarrow, Robert A.
43
Benth, Fred Espen
41
Broll, Udo
40
Kolb, Robert W.
34
Chance, Don M.
29
Gouriéroux, Christian
27
Kit, Pong Wong
27
Härdle, Wolfgang
25
Rudolph, Bernd
25
Shiller, Robert J.
25
White, Alan
25
Platen, Eckhard
24
Wolfers, Justin
24
Brigo, Damiano
23
Brooks, Robert
23
Carr, Peter
23
Joshi, Mark S.
23
Madan, Dilip B.
23
Subrahmanyam, Marti G.
23
Choudhry, Moorad
22
Irwin, Scott H.
22
McAleer, Michael
22
Stulz, René M.
22
Bloss, Michael
21
Kavussanos, Manolis G.
21
Whaley, Robert E.
21
Acharya, Viral V.
20
Duffie, Darrell
20
Korn, Olaf
20
Leung, Tim
20
Prokopczuk, Marcel
20
García, Philip
18
Kane, Alex
18
Marcus, Alan J.
18
Perrakis, Stylianos
18
Puttonen, Vesa
18
Ryu, Doojin
18
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Finance and stochastics
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Handbook of financial time series
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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
Saved in:
2
Approximate pricing of call options on the quadratic variation in Lévy models
Jahncke, Giso
;
Kallsen, Jan
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 241-256)
.
2016
Persistent link: https://www.econbiz.de/10011800371
Saved in:
3
Hedging in affine stochastic volatility models
Vierthauer, Richard
-
2010
Persistent link: https://www.econbiz.de/10008779220
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4
On a Heath-Jarrow-Morton approach for stock options
Kallsen, Jan
;
Krühner, Paul
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 583-615
Persistent link: https://www.econbiz.de/10011418308
Saved in:
5
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:
6
Option pricing
Kallsen, Jan
- In:
Handbook of financial time series
,
(pp. 599-613)
.
2009
Persistent link: https://www.econbiz.de/10003834189
Saved in:
7
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:
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