Treffer 1 - 20 von 26 für Suche: 'Jan Kallsen', Suchdauer: 0.12s
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von KALLSEN, JAN in Advances in applied probability Vol. 42, No. 1 (2010), p. 83-105
...25683808 25683808 ger GBVCP eng KALLSEN, JAN VARIANCE-OPTIMAL HEDGING IN GENERAL AFFINE STOCHASTIC...
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      von Kallsen, Jan in Finance and stochastics Vol. 6, No. 1 (2002), p. 115
      ... local utility maximization Kallsen, Jan in Finance and stochastics Berlin : Springer Vol. 6, No. 1 (2002...
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        von Kallsen, Jan in Mathematical methods of operations research Vol. 50, No. 2 (1999), p. 321-338
        ... maximization approach to hedging in incomplete markets Kallsen, Jan in Mathematical methods of operations...
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          von Kallsen, Jan in Mathematical methods of operations research Vol. 51 (2000), p. 357-374
          ...: portfolio optimization, exponential Lévy processes, HARA utility, martingale method DE-601 Kallsen, Jan in...
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            von Goll, Thomas in The annals of applied probability Vol. 13, No. 2 (2003), p. 774-799
            ... 91B28 Secondary 91B16 Kallsen, Jan verfasserin aut in The annals of applied probability Hayward...
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              von Černý, Aleš in The annals of probability Vol. 35, No. 4 (2007), p. 1479-1531
              ... relative to the original probability measure P. research-article Kallsen, Jan verfasserin aut in The annals...
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                von Kallsen, Jan in Mathematical methods of operations research Vol. 51, No. 3 (2000), p. 357-374
                ... for exponential Lévy processes Kallsen, Jan in Mathematical methods of operations research Berlin...
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                  von Kallsen, Jan in Mathematical methods of operations research Vol. 50 (1999), p. 321-338
                  ... words: Portfolio optimization hedging incomplete markets local utility DE-601 Kallsen, Jan in...
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                    von Kallsen, Jan in Review of derivatives research Vol. 12, No. 1 (2009), p. 3-28
                    ... volatility models Kallsen, Jan Vierthauer, Richard in Review of derivatives research Norwell, Mass. [u...
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                      von Kallsen, Jan in Finance and stochastics Vol. 19, No. 3 (2015), p. 583-615
                      ..., we prove their existence and uniqueness given basic building blocks. Kallsen, Jan Krühner, Paul in...
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                        von Cerný, Ales in Mathematical finance : an international journal of mathematics, statistics and financial theory Vol. 19, No. 4 (2009), p. 591-618
                        ... REGRESSIONS REVISITED Cerný, Ales Kallsen, Jan in Mathematical finance : an international journal of...
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                          von Kallsen, Jan in Finance and stochastics Vol. 8, No. 2 (2004), p. 261-284
                          ... American and game type in incomplete markets Kallsen, Jan Kühn, Christoph in Finance and stochastics Berlin...
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                            von Hubalek, Friedrich in The annals of applied probability Vol. 16, No. 2 (2006), p. 853-885
                            ... formulas are fast and easy to evaluate numerically. research-article Kallsen, Jan verfasserin aut Krawczyk...
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                              von Cerný, Ales in Mathematical finance : an international journal of mathematics, statistics and financial theory Vol. 18, No. 2 (2008), p. 305-316
                              ... VARIANCE-OPTIMAL MARTINGALE MEASURE Cerný, Ales Kallsen, Jan in Mathematical finance : an international...
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                                von Cerný, Ales in Mathematical finance : an international journal of mathematics, statistics and financial theory Vol. 18, No. 3 (2008), p. 473
                                ... OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION Cerný, Ales Kallsen, Jan in Mathematical finance...
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                                  von Kallsen, Jan in Applied mathematical finance Vol. 18, No. 1 (2011), p. 1-29
                                  ... Time-Changed Levy Processes Kallsen, Jan Pauwels, Arnd in Applied mathematical finance Abingdon...
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                                    von Kallsen, Jan in Mathematical methods of operations research Vol. 73, No. 2 (2011), p. 251-263
                                    ... prices in finite probability spaces Kallsen, Jan Muhle-Karbe, Johannes in Mathematical methods of...
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                                      von Kallsen, Jan in Mathematical finance : an international journal of mathematics, statistics and financial theory Vol. 25, No. 4 (2015), p. 702-723
                                      .... Kallsen, Jan Muhle‐Karbe, Johannes in Mathematical finance : an international journal of mathematics...
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                                        von Kallsen, Jan in Finance and stochastics Vol. 6, No. 4 (2002), p. 397-428
                                        ... Esscher's change of measure Kallsen, Jan Shiryaev, Albert N. in Finance and stochastics Berlin : Springer...
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