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DateTitle Authors
2011 FOMC communication policy and the accuracy of fed funds futuresMiddeldorp, Menno
2009 Valuing the Treasury's Capital Assistance ProgramGlasserman, Paul / Wang, Zhenyu
2001 Empirical performance of the Czech and Hungarian index options under jumpLee, Gabriel S. / Boss, Michael / Klisz, Chris
2003 A diffusion approximation for the riskless profit under selling of discrete time call optionsNagaev, Sergei A.
2001 Hedging barrier options: Current methods and alternativesDupont, Dominique Y.
2011 Performance-sensitive government bonds - A new proposal for sustainable sovereign debt managementBank, Matthias / Kupfer, Alexander / Sendlhofer, Rupert
2010 The effect of policyholders' rationality on unit-linked life insurance contracts with surrender guaranteesLi, Jing / Szimayer, Alexander
2005 A diffusion approximation to the Markov chains model of the financial market and the expected riskless profit under selling of call and put optionsNagaev, Alexander V. / Nagaev, Sergei A. / Kunst, Robert M.
2005 A diffusion approximation for the riskless profit under selling of discrete time call options: Non-identically distributed jumpsNagaev, Alexander V. / Nagaev, Sergei A. / Kunst, Robert M.
2007 Are Workers. Enterprises Entry Policies ConventionalMoretto, Michele / Rossini, Gianpaolo

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