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DateTitle Authors
2002 Compensator-based simulation of correlated defaultsGiesecke, Kay
2002 Real estate valuation according to standardized methods: An empirical analysisSchulz, Rainer
2002 An exponential model for dependent defaultsGiesecke, Kay
2001 Correlated default with incomplete informationGiesecke, Kay
2001 Default compensator, incomplete information, and the term structure of credit spreadsGiesecke, Kay
1997 Optional decomposition and lagrange multipliersFöllmer, Hans / Kabanov, Jurij M.
1997 A class of Health-Jarrow-Morton models in which the unbiased expectations hypothesis holdsRiedel, Frank
2003 Implied volatility string dynamicsFengler, Matthias R. / Härdle, Wolfgang / Mammen, Enno
2011 Modellierung von ZinsstrukturkurvenHewicker, Harald / Cremers, Heinz
2004 Die Anwendbarkeit der Behavioral Finance im DevisenmarktHeidorn, Thomas / Siragusano, Tindaro

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