Escobar, M.; Friederich, T.; Seco, L.; Zagst, R.
Multi-Dimensional Structural Credit Modeling under Stochastic Volatility
ISRN Probability and Statistics
2013
-

Friederich, T.; Kraus, C.; Zagst, R.
ILLIX – A New Index for Quantifying Illiquidity
Journal of Financial Transformation
2012
34
183-193

Aigner, P.; Beyschlag, G.; Friederich, T.; Kalepky, M.; Zagst, R.
Modeling and Managing Portfolios including Listed Private Equity
Journal of Computers and Operations Research
2012
39
4
753 - 764

Escobar, M.; Friederich, T.; Krayzler, M.; Seco, L.; Zagst, R.
Structural Credit Modeling under Stochastic Volatility
International Journal of Statistics and Probability
2012
1
1
20 - 35

Escobar, M.; Friederich, T.; Seco, L.; Zagst, R.
A General Structural Approach for Credit Modeling under Stochastic Volatility
Journal of Financial Transformation
2011
32
123-132

Escobar, M.; Friederich, T.; Krayzler, M.; Seco, L.; Zagst, R.
An Intensity-based Approach for Equity Modeling
Applied Stochastic Models in Business and Industry
2011
27
6
676-690

Aigner, P.; Albrecht, S.; Beyschlag, G.; Friederich, T.; Kalepky, M.; Zagst, R.
What Drives PE? Analyses of Success Factors for Private Equity Funds
Journal of Private Equity
2008
11
4
63-85