Benth, F.E.; Di Nunno, G.; Khedher, A.
Lévy models robustness and sensitivity
QP-PQ: Quantum Probability and White Noise Analysis, Proceedings of the 29th Conference in Hammamet, Tunisia, 1318, October 2008
2010
25
153–184

Schlösser, Anna
Pricing and Risk Management of Synthetic CDOs
Springer
2010

Zagst, R.; Krimm, T.; Hörter, S.; Menzinger, B.
Responsible Investing
Finanzbuchverlag
2010
360

Glau, K.; Vandaele, N.; Vanmaele, M.
Pricing and Hedging of Interest Rate Derivatives in a Lévy Driven Term Structure Model
75 - 80
Handelingen Contactforum Actuarial and Financial Mathematics Conference, 2010
2010

Menzinger, B.; Schloesser, A.; Zagst, R.
Asset Allocation with Credit Instruments
-
Alternative Assets and Strategies
Kiesel R., M. Scherer, and R. Zagst
World Scientific, Singapore
2010

Eberlein, E.; Glau, K.; Papapantoleon, A.
Analysis of Fourier Transform Valuation Formulas and Applications
Applied Mathematical Finance
2010
17/3
211–240

Kallsen, J.; Muhle-Karbe, J.; Shenkman, N.; Vierthauer, R.
Discrete-time variance-optimal hedging in affine stochastic volatility models
-
Alternative Investments and Strategies
Kiesel, R.; Scherer, M.; Zagst, R.; Editors
World Scientific
2010

Escobar, M.; Götz, B.; Seco, L.; Zagst, R.
Pricing of a CDO on Stochastically Correlated Underlyings
Quantitative Finance
2010
10
3
265-277

Durante, F.; Hofert, M.; Scherer, M.
Multivariate hierarchical copulas with shocks
Methodology and Computing in Applied Probability
2010
12
4
681-894

Ernst, C.; Grossmann, M.; Höcht, S.; Minden, S.; Scherer, M.; Zagst, R.
Portfoliooptimierung in sich ändernden Marktphasen
Absolut|report
2010
9
6
30-39