Items where Author is "Czichowsky, C."
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Černý, A. ORCID: 0000-0001-5583-6516 & Czichowsky, C. (2024). The law of one price in quadratic hedging and mean-variance portfolio selection. Finance and Stochastics,
Černý, A. ORCID: 0000-0001-5583-6516, Czichowsky, C. & Kallsen, J. (2023). Numeraire-invariant quadratic hedging and mean-variance portfolio allocation. Mathematics of Operations Research, 49(2), pp. 752-781. doi: 10.1287/moor.2023.1374