Muhle-Karbe, J., Kallsen, J.; Shenkman, N.; Vierthauer, R.
Discrete-time variance-optimal hedging in affine stochastic volatility models
375-393
Alternative Investments and Strategies
Kiesel, R.; Scherer, M.; Zagst, R.
World Scientific, Singapore
2009

Kallsen, J.
Option Pricing
599-615
Handbook of Financial Time Series
Andersen,T.; Davis, R.; Kreiß, J.; Mikosch, T.
Springer, Berlin
2008

Kallsen, J.
A Didactic Note on Affine Stochastic Volatility Models
343-368
From Stochastic Calculus to Mathematical Finance
Kabanov, Y.; Lipster, R.; Stoyanov, J.
Springer Verlag
2006

Kallsen, J.; Kühn, C.
Convertible Bonds: Financial Derivatives of Game Type
277-291
Exotic Option Pricing and Advanced Lévy Models
Kyprianou, A.; Schoutens, W.; Wilmott, P.
Wiley, New York
2005

Schöttle, K.; Werner, R.
Improving the Most General Methodology to Create a Valid Correlation Matrix
701-712
Risk Analysis IV, Management Information Systems, Vol.9
Brebbia, C.A.
Wessex
2004

Hafner, R.; Werner, R., Pütz, A.
Index Tracking under Transaction Costs: Rebalancing Passive Portfolios
19-27
The Euromoney Global Portfolio Trading Handbook 2003/04
2003

Kallsen, J.
Utility-Based Derivative Pricing in Incomplete Markets
313-338
Mathematical Finance - Bachelier Congress 2000
Geman, H.; Madan, D.; Pliska, S.R.; Vorst, T.
Springer, Berlin
2002

Werner, R.
Material Optimization with a Penalty-Barrier-Multiplier Method
265-280
Fast Solutions of Descretized Optimization Problems
Hoffmann, K.-H.; Hoppe, R.; Schulz, V.
Birkhäuser, Berlin
2001