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DateTitle Authors
2001 Correlated default with incomplete informationGiesecke, Kay
2001 Default compensator, incomplete information, and the term structure of credit spreadsGiesecke, Kay
2001 A benchmark model for financial marketsPlaten, Eckhard
2000 Risk premia and financial modelling without measure transformationPlaten, Eckhard
2000 A minimal financial market modelPlaten, Eckhard
2006 An overreaction implementation of the coherent market hypothesis and option pricingSchöbel, Rainer / Veith, Jochen
2012 Portfolioallokation: Einbezug verschiedener AssetklassenHerz, Christian / Neunert, Daniela / Will, Sebastian / Wolf, Niko J. / Zwick, Tobias
2011 Portfolio-Management für Privatanleger auf Basis des State Preference AnsatzesFäßler, Robert / Kraus, Christina / Weiler, Sebastian M. / Abukadyrova, Kamila
2011 Price discovery in spot and futures markets: A reconsiderationTheissen, Erik
2009 The term structure of illiquidity premiaKempf, Alexander / Korn, Olaf / Uhrig-Homburg, Marliese

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