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DateTitle Authors
2011 Price discovery in spot and futures markets: A reconsiderationTheissen, Erik
2009 The term structure of illiquidity premiaKempf, Alexander / Korn, Olaf / Uhrig-Homburg, Marliese
1998 Finite Element Modelling of Exotic OptionsTopper, Jürgen
2009 Option pricing: The empirical tests of the black-scholes pricing formula and the feed-forward networkVlasáková Baruníková, Michaela
2014 The impact of fundamental and financial traders on the term structure of oilHeidorn, Thomas / Mokinski, Frieder / Rühl, Christoph / Schmaltz, Christian
2011 Can standard preferences explain the prices of out-of-the-money S&P 500 put options?Benzoni, Luca / Collin-Dufresne, Pierre / Goldstein, Robert S.
2010 Explaining asset pricing puzzles associated with the 1987 market crashBenzoni, Luca / Collin-Dufresne, Pierre / Goldstein, Robert S.
2012 No good deals - no bad modelsBoyarchenko, Nina / Cerrato, Mario / Crosby, John / Hodges, Stewart
2007 Forecasting Weekly Electricity Prices at Nord PoolTorró, Hipòlit
2001 Heterogeneity of Investors and Asset Pricing in a Risk-Value WorldFranke, Günter / Weber, Martin

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