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Kallsen, J.; Kühn, C.
Pricing Derivatives of American and Game Type in Incomplete Markets
Finance and Stochastics
2004
8
2
261-284
Kallsen, J.
Sigma-Localization and Sigma-Martingales
Theory of Probability and its Applications
2004
48
1
152-163
Holzman, H.; S., Koch; A., Min
Almost sure limit theorems for U-statistics
Statistics and Probability Letters
2004
69
3
261-269
Werner, R.
Cascading - an Adjusted Exchange Method for Robust Conic Programming
Central European Journal of Operations Research
2006
16
2
179-189
Schöttle, K.; Werner, R.
Towards Reliable Efficient Frontiers
Journal of Asset Management
2006
7
2
128-141
Schöttle, K.; Werner, R.
Consistency of Robust Portfolio Estimators
working paper
2006
-
Kallsen, J.; Tankov, P.
Characterization of Dependence of Multidimensional Lévy Processes Using Lévy Copulas
Journal of Multivariate Analysis
2006
97
7
1551-1572
Kallsen, J.; Kühn, C.
On Utility-Based Derivative Pricing with and without Intermediate Trades
Statistics and Decisions
2006
24
4
415-434
Kalemanova, A.; Werner, R.
A Short Note on the Efficient Implementation of the NIG Distribution
working paper
2006
-
Hubalek, F.; Kallsen, J.; Krawczyk, L.
Variance-Optimal Hedging for Processes with Stationary Independent Increments
The Annals of Applied Probability
2006
16
2
853-885
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