Name Card

Full name Familienname, Vorname
Kallsen, Jan
 

Own Publications Eigene Publikationen

Results 1-8 of 8 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Kallsen, Jan ; Krühner, Paul On uniqueness of solutions to martingale problems - counterexamples and sufficient criteriaArtikel Article 2020
2Kallsen, Jan ; Krühner, Paul On a Heath-Jarrow-Morton approach for stock optionsArtikel Article2015
3Hubalek, Friedrich ; Kallsen, Jan ; Krawczyk, Leszek Variance-optimal hedging for processes with stationary independent incrementsArtikel Article2006
4Hubalek, Friedrich ; Kallsen, Jan ; Krawczyk, Leszek Variance-optimal hedging for processes with stationary independent incrementsArtikel Article2005
5Kallsen, Jan Utility maximation in semimartingale marketsPräsentation Presentation1999
6Kallsen, Jan Hedging and derivative pricing in incomplete models using local utilityPräsentation Presentation1999
7Kallsen, Jan On different Approaches to Derivative Pricing in Incomplete MarketsPräsentation Presentation1999
8Kallsen, Jan Utility maximiziation for expotential Levy processesPräsentation Presentation1999