Kallsen J.

J. Kallsen

Information about the author J. Kallsen will soon be added to the site.
Found 2 papers in total
Optimal portfolios for exponential Lévy processes
2000
We consider the problem of maximizing the expected utility from consumption or...
A utility maximization approach to hedging in incomplete markets
1999
In this paper we introduce the notion of portfolio optimization by maximizing expected...
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