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Durante, F., Puccetti, G., Scherer, M., Vanduffel, S
Stat Trek - An interview with Christian Genest
Dependence Modeling
2016

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Durante, F., Puccetti, G., Scherer, M., Vanduffel, S.
Distributions with given marginals: the beginnings
Dependence Modeling
2016

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Chen, A.; Hieber, P.
Optimal Asset Allocation in Life Insurance: The Impact of Regulation.
ASTIN Bulletin
2016
No. 3
Vol. 46
605-626

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Gaß, M.; Glau, K.
Convergence Analysis of Galerkin Methods for Non-Coercive Linear Parabolic PIDEs
Working Paper
2016

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Gaß, M.; Glau, K.
Convergence Analysis of Galerkin Methods for Option Pricing in Time-inhomogeneous Lévy models
Working Paper
2016

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Durante, F.; Puccetti, G.; Scherer, M.; Vanduffel, S.
Distributions with given marginals: the beginnings
Dependence Modeling
2016
4
237–250

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Criens, D.; Glau, K.
Absolute Continuity of Semimartingale
Electronic Journal of Probability
2016

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Gaß, M.; Glau, K.
A Flexible Galerkin Scheme for Option Pricing in Lévy Models
SIAM Journal for Financial Mathematics
2016

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Gaß, Maximilian
PIDE methods and concepts for parametric option pricing
2016
Dissertation
277 Seiten

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Glau, K., Grbac, Z., Scherer, M., Zagst, R. (Eds.)
Innovations in Derivatives Markets
Springer International Publishing
2016
449