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DateTitle Authors
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
2004 Tractable Hedging: An Implementation of Robust Hedging StrategiesBranger, Nicole / Mahayni, Antje
2002 Over-allotment options in IPOs on Germany's Neuer Markt: An empirical investigationFranzke, Stefanie A. / Schlag, Christian
2011 A general equilibrium model of environmental option valuesShibayama, Katsuyuki / Fraser, Iain
2012 Option calibration of exponential Lévy models: Implementation and empirical resultsSöhl, Jakob / Trabs, Mathias
2011 Calibration of self-decomposable Lévy modelsTrabs, Mathias
2012 Confidence sets in nonparametric calibration of exponential Lévy modelsSöhl, Jakob

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