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DateTitle Authors
2001 Worst Case Pricing of Rainbow OptionsTopper, Jürgen
2014 A fractionally cointegrated VAR analysis of price discovery in commodity futures marketsDolatabadi, Sepideh / Nielsen, Morten Ørregaard / Xu, Ke
2002 How to Avoid a Hedging BiasDudenhausen, Antje
2004 Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?Branger, Nicole / Schlag, Christian
2002 The Pricing of Derivatives on Assets with Quadratic VolatilityZühlsdorff, Christian
2006 Spectral calibration of exponential LévyBelomestny, Denis / Reiß, Markus
2001 Extracting risk-neutral probability distributions from option prices using trading volume as a filterDupont, Dominique Y.
2009 What is the impact of stock market contagion on an investor's portfolio choice?Branger, Nicole / Kraft, Holger / Meinerding, Christoph
2002 Incomplete diversification and asset pricingElliott, Robert / Madan, Dilip / Milne, Frank
2004 Is Jump Risk Priced? What We Can (and Cannot) Learn From Option Hedging ErrorsBranger, Nicole / Schlag, Christian

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