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DateTitle Authors
2002 On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteriaEvstigneev, Igor V. / Schürger, Klaus / Taksar, Michael I.
2011 The dependence structure between carbon emission allowances and financial markets: A copula analysisGronwald, Marc / Ketterer, Janina / Trück, Stefan
2005 Produktdesign und Semi-Statische Absicherung von Turbo-ZertifikatenMahayni, Antje / Suchanecki, Michael
2005 Loss Analysis of a Life Insurance Company Applying Discrete-time Risk-minimizing Hedging StrategiesChen, An
2006 Default Risk, Bankruptcy Procedures and the Market Value of Life Insurance LiabilitiesChen, An / Suchanecki, Michael
2012 A partially linear approach to modelling the dynamics of spot and futures pricesGaul, Jürgen / Theissen, Erik
1996 Did Option Prices Predict the ERM Crises?Mizrach, Bruce
2002 Extended Libor Market Models with Affine and Quadratic VolatilityZühlsdorff, Christian
2008 A semiparametric factor model for electricity forwardBorak, Szymon / Weron, Rafał
2008 Are options on index futures profitable for risk averse investors? Empirical evidenceJackwerth, Jens Carsten / Constantinides, George M. / Czerwonko, Michal / Perrakis, Stelios

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