Durante, F., Puccetti, G., Scherer, M., Vanduffel, S
Stat Trek - An interview with Christian Genest
Dependence Modeling
2016

Durante, F., Puccetti, G., Scherer, M., Vanduffel, S.
Distributions with given marginals: the beginnings
Dependence Modeling
2016

Chen, A.; Hieber, P.
Optimal Asset Allocation in Life Insurance: The Impact of Regulation.
ASTIN Bulletin
2016
No. 3
Vol. 46
605-626

Gaß, M.; Glau, K.
Convergence Analysis of Galerkin Methods for Non-Coercive Linear Parabolic PIDEs
Working Paper
2016

Gaß, M.; Glau, K.
Convergence Analysis of Galerkin Methods for Option Pricing in Time-inhomogeneous Lévy models
Working Paper
2016

Durante, F.; Puccetti, G.; Scherer, M.; Vanduffel, S.
Distributions with given marginals: the beginnings
Dependence Modeling
2016
4
237–250

Criens, D.; Glau, K.
Absolute Continuity of Semimartingale
Electronic Journal of Probability
2016

Gaß, M.; Glau, K.
A Flexible Galerkin Scheme for Option Pricing in Lévy Models
SIAM Journal for Financial Mathematics
2016

Gaß, Maximilian
PIDE methods and concepts for parametric option pricing
2016
Dissertation
277 p.

Glau, K., Grbac, Z., Scherer, M., Zagst, R. (Eds.)
Innovations in Derivatives Markets
Springer International Publishing
2016
449