Bernhart, G.; Mai, J.-F.; Scherer, M.
On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions
Dependence Modeling
2015
3
29–46

Bernhart, G.; Mai, J.-F.; Schenk, S.; Scherer, M.
The density of distributions from the Bondesson class
Journal of Computational Finance
2015
18
3
99-128

Bernhart, G.; Mai, J.-F.
A note on the numerical evaluation of the Hartman-Watson density and distribution function
working paper
2014
-

Bernhart, G.; Mai, J.-F.
On convexity adjustments for stock derivatives due to stochastic repo margins
working paper
2013
-

Bernhart, G.; Escobar Anel, M.; Mai, J.-F.; Scherer, M.
Default models based on scale mixtures of Marshall-Olkin copulas: properties and applications
Metrika
2013
76
2
179-203

Bernhart, G.; Mai, J.-F.
Consistent Modeling of Discrete Cash Dividends
working paper
2012
-

Bernhart, G.; Höcht, S.; Neugebauer, M.; Neumann, M.; Zagst, R.
Asset Correlations in Turbulent Markets and their Implications on Asset Management
Asia-Pacific Journal of Operational Research
2011
28
1
1-23