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DateTitle Authors
2004 When are Static Superhedging Strategies Optimal?Branger, Nicole / Esser, Angelika / Schlag, Christian
2000 A Libor Market Model with Default RiskSchönbucher, Philipp J.
2006 Perpetual barrier options in jump-diffusion modelsGapeev, Pavel V.
2014 Dividend taxation and DAX futures pricesFink, Christopher / Theissen, Erik
2005 Mispricing of S&P 500 index optionsConstantinides, George M. / Jackwerth, Jens Carsten / Perrakis, Stylianos
2004 Intuitive Betrachtung der Zusammenhänge wichtiger OptionsbewertungsansätzeRousseva, Luba / Volkart, Rudolf / Zeder, Markus
2012 The economic value of realized volatility: Using high-frequency returns for option valuationChristoffersen, Peter / Feunou, Bruno / Jacobs, Kris / Meddahi, Nour
2012 A parsimonious model for intraday European option pricingScalas, Enrico / Politi, Mauro
2011 Does modeling framework matter? A comparative study of structural and reduced-form modelsGündüz, Yalin / Uhrig-Homburg, Marliese
2007 Accelerating the calibration of stochastic volatility modelsKilin, Fiodar

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