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DateTitle Authors
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.
2003 The Forecasting Performance of German Stock Option DensitiesKeller, Joachim / Glatzer, Ernst / Craig, Ben R. / Scheicher, Martin
2007 Are Workers. Enterprises Entry Policies ConventionalMoretto, Michele / Rossini, Gianpaolo
2005 Start-up Entry Strategies: Employer vs. Nonemployer firmsMoretto, Michele / Rossini, Gianpaolo
1999 Closed form integration of artificial neural networks with some applicationsGottschling, Andreas / Haefke, Christian / White, Halbert
2005 Time series properties of a rating system based on financial ratiosKrüger, Ulrich / Stötzel, Martin / Trück, Stefan
2008 Market conditions, default risk and credit spreadsTang, Dragon Yongjun / Yan, Hong
2008 The pricing of correlated default risk: evidence from the credit derivatives marketZhu, Haibin / Tarashev, Nikola A.
2008 A value at risk analysis of credit default swapsScheicher, Martin / Raunig, Burkhard
2010 A call on Art investmentsKraeussl, Roman / Wiehenkamp, Christian

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