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DateTitle Authors
2009 CDO and HACChoroś, Barbara / Härdle, Wolfgang Karl / Okhrin, Ostap
2013 Forward-looking measures of higher-order dependencies with an application to portfolio selectionBrinkmann, Felix / Kempf, Alexander / Korn, Olaf
2002 Maximal ArbitrageSchürger, Klaus
2010 Illiquidity and derivative valuationHorst, Ulrich / Naujokat, Felix
2010 The uncertain mortality intensity framework: Pricing and hedging unit-linked life insurance contractsLi, Jing / Szimayer, Alexander
2009 Representations for optimal stopping under dynamic monetary utility functionalsKrätschmer, Volker / Schoenmakers, John G. M.
2010 Do Firms sell forward for Strategic Reasons? An Application to the Wholesale Market for Natural Gasvan Eijkel, Remco / Moraga, Jose Luis
2008 Are the exchange rates of EMU candidate countries anchored by their expected euro locking rates?Naszódi, Anna
2014 Forward-looking measures of higher-order dependencies with an application to portfolio selectionBrinkmann, Felix / Kempf, Alexander / Korn, Olaf
2014 Portfolio optimization using forward-looking informationKempf, Alexander / Korn, Olaf / Saßning, Sven

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