Items where Author is "Kallsen, Jan"

Number of items: 4.
  • Asymptotic utility-based pricing and hedging for exponential utility. Kallsen, Jan; Rheinlander, Thorsten
  • Numeraire-invariant quadratic hedging and mean–variance portfolio allocation. Černý, Aleš; Czichowsky, Christoph; Kallsen, Jan picture_as_pdf
  • Numeraire-invariant quadratic hedging and mean–variance portfolio allocation. Černý, Aleš; Czichowsky, Christoph; Kallsen, Jan picture_as_pdf
  • On the existence of shadow prices. Benedetti, Giuseppe; Campi, Luciano; Kallsen, Jan; Muhle-Karbe, Johannes