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Min, A.; Scherer, M.; Schischke, A.; Zagst, R.
Modeling Recovery Rates of Small- and Medium-Sized Entities in the US
Mathematics
2020
8
11
Sloot, H.
The deFinetti representation of generalised Marshall–Olkin sequences
Dependence Modeling
2020
8
107-118
Wahl, Markus Joseph
Optimal Investment Strategies for Asset Liability Management
2020
Dissertation
156 p.
Lichtenstern, Andreas
Optimal Investment Strategies for Pension Funds
2020
Dissertation
293 p.
Jaser, M.; Min, A.
On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity
Computational Statistics
2020
Zagst, R.; Huber, M.
Fit für die Geldanlage – Chancen ergreifen und Risiken vermeiden
Finanzbuchverlag
2020
232 pages
Escobar, M.; Panz, S.; Zagst, R.
Pricing multiple barrier derivatives under stochastic volatility
Journal of Computational Finance
2020
24
2
77-101
Mai, Jan-Frederik; Scherer, Matthias
On the structure of exchangeable extreme-value copulas
Journal of Multivariate Analysis
2020
Sloot, H.; Scherer, M.
A probabilistic view on semilinear copulas
Information Sciences
2020
512
258-276
Escobar M., Havrylenko Y. ; R. Zagst
Optimal Fees in Hedge Funds with First-Loss Compensation
Jounal of Banking and Finance
2020
118
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