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Hüttner, A.
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Hüttner, Amelie; Scherer, Matthias; Gräler, Benedikt
Geostatistical modeling of dependent credit spreads: Estimation of large covariance matrices and imputation of missing data
forthcoming in Journal of Banking and Finance
2020
Hüttner, A.; Mai, J-F.;
Sharp analytical lower bounds for the price of a convertible bond
The Journal of Derivatives
2018
26
2
7-18
Hüttner, A.; Mai, J-F.;
Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron–Frobenius property
Journal of Statistical Computation and Simulation
2018
Hüttner, A.; Mai, J-F.; Mineo, S.
Portfolio selection based on graphs: Does it align with Markowitz-optimal portfolios?
Dependence Modeling
2018
Hüttner, A.; Scherer, M.
A note on the valuation of CDS options and extension risk in a structural model with jumps
Journal of Financial Engineering
2016
03
02
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