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Benth, F. E.; Di Nunno, G.; Khedher, A.; Schmeck, M. D.
Pricing of spread options on a bivariate jump-market and stability to model risk
37-44
Handelingen Contactforum "Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance"
Brussels, Belgium
2012
Hieber, P.
Ausfallrisiken bei der Renditebetrachtung berücksichtigen
19
Börsen-Zeitung
Herausgebergemeinschaft Wertpapier-Mitteilungen, Keppler, Lehmann
2012
Benth, F.E.; Di Nunno, G.; Khedher, A.; Schmeck, M.D.
Pricing of spread options on a bivariate jump market and stability to model risk
submitted paper
2012
-
Mai, J.-F.; Scherer, M.; Shenkman, N.
An analytical characterization of the exchangeable wide-sense geometric law
-
Advances in Intelligent Systems and Computing
Springer Verlag
2012
Mai, J.-F.; Scherer, M; Zagst, R.
CIID Default Models and Implied Copulas
201-230
Copulae in Mathematical and Quantitative Finance, Proceedings of the Workshop Held in Cracow, 10-11 July 2012
Springer Verlag
2012
Khedher, A.
Computation of the delta in multidimensional jump-diffusion setting with applications to stochastic volatility models
Stochastic Analysis and Applications
2012
30
3
403–425
Benth, F.E.; Di Nunno, G.; Khedher, A.
Computation of Greeks in multi-factor models with applications to power and commodity markets
Journal of Energy Markets
2012
5
4
3-31
Bernhart, G.; Mai, J.-F.
Consistent Modeling of Discrete Cash Dividends
working paper
2012
-
Mai, J.-F.; Scherer, M.
Simulating Copulas
World Scientific
2012
312
Zagst, R.
Mehrstufige Konsum- und Investmentplanung
133-143
Asset Management
Frick R., P. Gantenbein and P. Reichling
Haupt-Verlag
2012
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