Werner, R.
Cascading - an Adjusted Exchange Method for Robust Conic Programming
Central European Journal of Operations Research
2006
16
2
179-189

Schöttle, K.; Werner, R.
Towards Reliable Efficient Frontiers
Journal of Asset Management
2006
7
2
128-141

Schöttle, K.; Werner, R.
Consistency of Robust Portfolio Estimators
working paper
2006
-

Kallsen, J.; Tankov, P.
Characterization of Dependence of Multidimensional Lévy Processes Using Lévy Copulas
Journal of Multivariate Analysis
2006
97
7
1551-1572

Kallsen, J.; Kühn, C.
On Utility-Based Derivative Pricing with and without Intermediate Trades
Statistics and Decisions
2006
24
4
415-434

Kalemanova, A.; Werner, R.
A Short Note on the Efficient Implementation of the NIG Distribution
working paper
2006
-

Hubalek, F.; Kallsen, J.; Krawczyk, L.
Variance-Optimal Hedging for Processes with Stationary Independent Increments
The Annals of Applied Probability
2006
16
2
853-885

Gong, X.; Huber, M.; Lanzinner, S.; Zagst, R.
Zertifikate - Mehrwert für Privatanleger?
Zeitschrift für das gesamte Kreditwesen
2006
59
22
1235-1239

Czado, C.; Kolbe, A.
Model-based Quantification of the Volatility of Options at Transaction Level with Extended Count Regression Models
Applied Stochastic Models in Business and Industry
2006
23
1
1-21

Kallsen, J.; Kühn, C.
Pricing Derivatives of American and Game Type in Incomplete Markets
Finance and Stochastics
2004
8
2
261-284