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DateTitle Authors
2006 Spectral calibration of exponential LévyBelomestny, Denis / Reiß, Markus
2008 Long memory and periodicity in intraday volatilities of stock index futuresRossi, Eduardo / Fantazzini, Dean
2007 Statistics of risk aversionGiacomini, Enzo / Härdle, Wolfgang Karl
2001 Worst Case Pricing of Rainbow OptionsTopper, Jürgen
2002 How to Avoid a Hedging BiasDudenhausen, Antje
2003 Black Scholes for Portfolios of Options in Discrete Time: the Price is Right, the Hedge is wrongPeeters, Bas / Dert, Cees L. / Lucas, André
2004 Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?Branger, Nicole / Schlag, Christian
2002 Pricing and Hedging Guaranteed Annuity Options via Static Option ReplicationPelsser, Antoon
2002 The Pricing of Derivatives on Assets with Quadratic VolatilityZühlsdorff, Christian
2006 Spectral calibration of exponential LévyBelomestny, Denis / Reiß, Markus

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