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Hi-Fi Theme Grading

College composition and communication, 1965-05, Vol.16 (2), p.124-126

Kallsen, T. J.

1965

Volltextzugriff (PDF)

The Graduate Assistant and the Freshman English Student. A Panel Discussion

College composition and communication, 1954-02, Vol.5 (1), p.35-36

Kallsen, T. J.

1954

Volltextzugriff (PDF)

No Arbitrage Theory for Bond Markets

Advanced Modelling in Mathematical Finance, p.381-421

Volltextzugriff (PDF)

Cointegrated Commodity Markets and Pricing of Derivatives in a Non-Gaussian Framework

Advanced Modelling in Mathematical Finance, p.477-496

Volltextzugriff (PDF)

Model Uncertainty in a Holistic Perspective

Advanced Modelling in Mathematical Finance, p.189-215

Volltextzugriff (PDF)

Tail Behaviour and Tail Dependence of Generalized Hyperbolic Distributions

Advanced Modelling in Mathematical Finance, p.3-40

Volltextzugriff (PDF)

Gamma Kernels and BSS/LSS Processes

Advanced Modelling in Mathematical Finance, p.41-61

Volltextzugriff (PDF)

Explicit Computations for Some Markov Modulated Counting Processes

Advanced Modelling in Mathematical Finance, p.63-89

Volltextzugriff (PDF)

Forward Exponential Indifference Valuation in an Incomplete Binomial Model

Advanced Modelling in Mathematical Finance, p.277-302

Volltextzugriff (PDF)

Introducing Distances Between Commodity Markets: The Case of the US and UK Natural Gas

Advanced Modelling in Mathematical Finance, p.93-105

Volltextzugriff (PDF)

A Unified View of LIBOR Models

Advanced Modelling in Mathematical Finance, p.423-452

Volltextzugriff (PDF)

Hunting for Black Swans in the European Banking Sector Using Extreme Value Analysis

Advanced Modelling in Mathematical Finance, p.147-166

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Estimation of Correlation Between Latent Processes

Advanced Modelling in Mathematical Finance, p.131-146

Volltextzugriff (PDF)

Option Pricing in Affine Generalized Merton Models

Advanced Modelling in Mathematical Finance, p.219-239

Volltextzugriff (PDF)

Approximate Pricing of Call Options on the Quadratic Variation in Lévy Models

Advanced Modelling in Mathematical Finance, p.241-256

Volltextzugriff (PDF)

Construction and Hedging of Optimal Payoffs in Lévy Models

Advanced Modelling in Mathematical Finance, p.331-377

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Three Non-Gaussian Models of Dependence in Returns

Advanced Modelling in Mathematical Finance, p.107-130

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On the Optimal Investment

Advanced Modelling in Mathematical Finance, p.313-330

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Collateralized Borrowing and Default Risk

Advanced Modelling in Mathematical Finance, p.167-187

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Approximate Option Pricing in the Lévy Libor Model

Advanced Modelling in Mathematical Finance, p.453-476

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Almost Surely Optimal Portfolios Under Proportional Transaction Costs

Advanced Modelling in Mathematical Finance, p.303-312

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Discrete-Time Quadratic Hedging of Barrier Options in Exponential Lévy Model

Advanced Modelling in Mathematical Finance, p.257-275

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Academic Prayer

College composition and communication, 1977-02, Vol.28 (1), p.29-29

Kallsen, T. J.

1977

Volltextzugriff (PDF)

Academic Prayer

College composition and communication, 1977-02, Vol.28 (1), p.29-29

Kallsen, T. J.

1977

Volltextzugriff (PDF)

Academic Prayer, "a poem"

College composition and communication, 1977-02, Vol.28 (1), p.29

Kallsen, T J

1977

Volltextzugriff (PDF)

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Hi-Fi Theme Grading

The Graduate Assistant and the Freshman English Student. A Panel Discussion

No Arbitrage Theory for Bond Markets

Cointegrated Commodity Markets and Pricing of Derivatives in a Non-Gaussian Framework

Model Uncertainty in a Holistic Perspective

Tail Behaviour and Tail Dependence of Generalized Hyperbolic Distributions

Gamma Kernels and BSS/LSS Processes

Explicit Computations for Some Markov Modulated Counting Processes

Forward Exponential Indifference Valuation in an Incomplete Binomial Model

Introducing Distances Between Commodity Markets: The Case of the US and UK Natural Gas

A Unified View of LIBOR Models

Hunting for Black Swans in the European Banking Sector Using Extreme Value Analysis

Estimation of Correlation Between Latent Processes

Option Pricing in Affine Generalized Merton Models

Approximate Pricing of Call Options on the Quadratic Variation in Lévy Models

Construction and Hedging of Optimal Payoffs in Lévy Models

Three Non-Gaussian Models of Dependence in Returns

On the Optimal Investment

Collateralized Borrowing and Default Risk

Approximate Option Pricing in the Lévy Libor Model

Almost Surely Optimal Portfolios Under Proportional Transaction Costs

Discrete-Time Quadratic Hedging of Barrier Options in Exponential Lévy Model

Academic Prayer

Academic Prayer

Academic Prayer, "a poem"

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