Gallus Steiger

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Utility indifference hedging with exponential additive processes
Asia-Pacific Financial Markets
2010-10-06Paper
The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models
The Annals of Applied Probability
2007-02-05Paper


Research outcomes over time


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