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DateTitle Authors
2008 A partially linear approach to modelling the dynamics of spot and futures pricesGaul, Jürgen / Theissen, Erik
2012 The forward premium puzzle and latent factors day by dayBernoth, Kerstin / von Hagen, Jürgen / de Vries, Casper
2009 Credit dynamics in a first passage time model with jumpsPackham, Natalie / Schlögl, Lutz / Schmidt, Wolfgang M.
2009 Credit gap risk in a first passage time model with jumpsPackham, Natalie / Schlögl, Lutz / Schmidt, Wolfgang M.
2002 Efficient hedging for a complete jump-diffusion modelKirch, Michael / Krutchenko, R. N. / Melnikov, Aleksandr V.
2001 Extracting implicit density functions from short term interest rate optionsNielsen, Hannah
2001 The dynamics of implied volatilities: A common principal components approachFengler, Matthias R. / Härdle, Wolfgang K. / Villa, Christophe
2001 Initial offerings of optionsMüller, Sigrid M.
1999 Efficient hedging: Cost versus shortfall riskFöllmer, Hans / Leukert, Peter
1999 Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosisHafner, Christian M. / Herwartz, Helmut

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