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DateTitle Authors
2008 Pricing American options with Mellin transformsFrontczak, Robert / Schöbel, Rainer
2011 The value of tradeabilityChesney, Marc / Kempf, Alexander
2010 The value of tradeabilityChesney, Marc / Kempf, Alexander
2000 Noise Traders? Trigger Rates, FX Options, and SmilesPierdzioch, Christian
2000 The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based AnalysisPierdzioch, Christian
2006 Calibration design of implied volatility surfacesDetlefsen, Kai / Härdle, Wolfgang Karl
2009 Polar sets of anisotropic Gaussian random fieldsSöhl, Jakob
2010 Volatility investing with variance swapsHärdle, Wolfgang Karl / Silyakova, Elena
2010 Estimation of the characteristics of a Lévy process observed at arbitrary frequencyKappus, Johanna / Reiß, Markus
2006 Spectral calibration of exponential LévyBelomestny, Denis / Reiß, Markus

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