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DateTitle Authors
2003 A general equilibrium financial asset economy with transaction costs and trading constraintsMilne, Frank / Neave, Edwin
2013 Option-implied information and predictability of extreme returnsVilkovz, Grigory / Xiaox, Yan
2009 Measures of aggregate credit conditions and their potential use by central banksGarcía, Alejandro / Prokopiw, Andrei
2010 Market expectations and option prices: Evidence for the Can$/US$ exchange rateGarcía, Alejandro / Prokopiw, Andrei
2014 The role of a changing market: Environment for credit default swap pricingLeppin, Julian S. / Reitz, Stefan
2009 CDO pricing with copulaeChoroś, Barbara / Härdle, Wolfgang Karl / Okhrin, Ostap
2008 Numerics of implied binomial treesHärdle, Wolfgang Karl / Myšičková, Alena
2012 Informational Efficiency in Futures Markets for Crude OilFritz, Andreas / Weber, Christoph
1999 Die Berechnung von Passport-Optionen mit Finiten ElementenTopper, Jürgen
2010 Do firms sell forward for strategic reasons? An application to the wholesale market for natural gasvan Eijkel, Remco / Moraga-González, José Luis

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