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The cumulant process and Essch...
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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:
2
The cumulant process and Esscher's change of measure
Kallsen, Jan
;
Shiryaev, Albert N.
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 397-428
Persistent link: https://www.econbiz.de/10008216168
Saved in:
3
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15,...
Kabanov, Jurij M.
(
ed.
);
Širjaev, Alʹbert N.
(
honouree
); …
-
2006
Persistent link: https://www.econbiz.de/10003204148
Saved in:
4
Generalized Bayesian nonlinear quickest detection problems : on Markov family of sufficient statistics
Širjaev, Alʹbert N.
- In:
Mathematical control theory and finance
,
(pp. 377-386)
.
2008
Persistent link: https://www.econbiz.de/10003755896
Saved in:
5
Essentials of stochastic finance : facts, models, theory
Širjaev, Alʹbert N.
-
1999
Persistent link: https://www.econbiz.de/10001375629
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6
Quickest detection problems in the technical analysis of the financial data
Širjaev, Alʹbert N.
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 487-521)
.
2002
Persistent link: https://www.econbiz.de/10001679466
Saved in:
7
Option pricing
Kallsen, Jan
- In:
Handbook of financial time series
,
(pp. 599-613)
.
2009
Persistent link: https://www.econbiz.de/10003834189
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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