Hüttner, Amelie; Scherer, Matthias; Gräler, BenediktGeostatistical modeling of dependent credit spreads: Estimation of large covariance matrices and imputation of missing dataJournal of Banking and Finance2020
Hüttner, A.; Mai, J-F.;Sharp analytical lower bounds for the price of a convertible bondThe Journal of Derivatives20182627-18
Hüttner, A.; Mai, J-F.;Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron–Frobenius propertyJournal of Statistical Computation and Simulation 2018
Hüttner, A.; Mai, J-F.; Mineo, S.Portfolio selection based on graphs: Does it align with Markowitz-optimal portfolios?Dependence Modeling2018
Hüttner, A.; Scherer, M.A note on the valuation of CDS options and extension risk in a structural model with jumpsJournal of Financial Engineering20160302
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