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Number of items: **4**.

Černý, A. & Kallsen, J. (2009).
Hedging by sequential regressions revisited.
*Mathematical Finance*, 19(4),
pp. 591-617.
doi: 10.1111/j.1467-9965.2009.00381.x

Černý, A. & Kallsen, J. (2008).
Mean-variance hedging and optimal investment in Heston's model with correlation.
*Mathematical Finance*, 18(3),
pp. 473-492.
doi: 10.1111/j.1467-9965.2008.00342.x

Černý, A. & Kallsen, J. (2008).
A counterexample concerning the variance-optimal martingalle measure.
*Mathematical Finance*, 18(2),
pp. 305-316.
doi: 10.1111/j.1467-9965.2007.00334.x

Černý, A. & Kallsen, J. (2007).
On the structure of general mean-variance hedging strategies.
*Annals of Probability*, 35(4),
pp. 1479-1531.
doi: 10.1214/009117906000000872