Skip to contents

  2. Bouchard, Bruno [Author] ; Mühle-Karbe, Johannes [Other]

    Simple bounds for transaction costs

    Videos
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [Erscheinungsort nicht ermittelbar]: Banff International Research Station (BIRS) for Mathematical Innovation and Discovery, 2018

    Published in: Stochastic Analysis and its Applications (18w5080) ; (Jan. 2018)

  4. Guasoni, Paolo [Author] ; Muhle-Karbe, Johannes [Other]

    Portfolio Choice with Transaction Costs : A User's Guide

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2012]

    Published in: Boston U. School of Management Research Paper ; No. 2012-22

  8. Muhle-Karbe, Johannes [Author] ; Kallsen, Jan [Contributor]; Kallsen, Jan ;Benth, Fred Espen ;Klüppelberg, Claudia [Contributor]

    On Utility-Based Investment, Pricing and Hedging in Incomplete Markets ; Über nutzenbasierte Portfoliooptimierung, Bewertung und Absicherung in unvollständigen Märkten

    Thesis
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Technical University of Munich; Technische Universität München, 2009-04-29

  14. Feodoria, Mark-Roman [Author] ; Kallsen, Jan [Contributor]; Muhle-Karbe, Johannes [Contributor]

    Optimal investment and utility indifference pricing in the presenceof small fixed transaction costs ; Optimales Handeln und Nutzenindifferenzbepreisung bei kleinen festen Transaktionskosten

    Thesis
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    MACAU: Open Access Repository of Kiel University, 2016

  19. Herrmann, Sebastian [Author]; Muhle-Karbe, Johannes [Author]

    Model uncertainty, recalibration, and the emergence of delta-vega hedging

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Geneva: Swiss Finance Institute, July 18, 2016

    Published in: Swiss Finance Institute: Research paper series ; 2015,52

  20. Muhle-Karbe, Johannes [Author]; Webster, Kevin [Author]

    Information and inventories in high-frequency trading

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Geneva: Swiss Finance Institute, 2015

    Published in: Swiss Finance Institute: Research paper series ; 2015,35