Items where Author is "Kallsen, Jan"

Article

Černý, Aleš, Czichowsky, Christoph and Kallsen, Jan (2023) Numeraire-invariant quadratic hedging and mean–variance portfolio allocation. Mathematics of Operations Research. ISSN 0364-765X

Benedetti, Giuseppe, Campi, Luciano, Kallsen, Jan and Muhle-Karbe, Johannes (2013) On the existence of shadow prices. Finance and Stochastics, 17 (4). pp. 801-818. ISSN 0949-2984

Kallsen, Jan and Rheinlander, Thorsten (2011) Asymptotic utility-based pricing and hedging for exponential utility. Statistics and Decisions, 28 (1). pp. 17-36. ISSN 0721-2631

Monograph

Černý, Aleš, Czichowsky, Christoph and Kallsen, Jan (2021) Numeraire-invariant quadratic hedging and mean–variance portfolio allocation. .