Bannör, K. F.; Schulz, T.
A general Ornstein-Uhlenbeck stochastic volatility model with Lévy jumps
International Journal of Theoretical and Applied Finance
2016
19
8
-

Bannör, K. F.; Kiesel, R.; Nazarova, A.; Scherer, M.
Parametric Model Risk and Power Plant Valuation
Energy Economics
2016
423-434

Bannör, K. F.; Scherer, M.
On the calibration of distortion risk measures to bid-ask prices
Quantitative Finance
2014
14
7
1217-1228

Bannör, K. F.; Scherer, M.
A BNS-type stochastic volatility model with two-sided jumps, with applications to FX options pricing
Wilmott Magazine
2013
2013
65
58-69

Bannör, K. F.; Scherer, M.
Capturing parameter uncertainty with convex risk measures
European Actuarial Journal
2013
3
1
97-132