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DateTitle Authors
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
1999 Closed form integration of artificial neural networks with some applicationsGottschling, Andreas / Haefke, Christian / White, Halbert
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
2010 The emergence and future of central counterpartiesKoeppl, Thorsten V. / Monnet, Cyril
2009 Liquidität, Risikoeinstellung des Kapitalmarktes und Konjunkturerwartung als Preisdeterminanten von Collateralized Debt Obligations (CDOs) - Eine simulationsgestützte AnalyseGann, Philipp
2008 Theory of storage: an empirical assessment of the European natural gas marketStronzik, Marcus / Rammerstorfer, Margarethe / Neumann, Anne
2011 SEA presidential address: Group connectivity and cooperationUrbano, Amparo

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