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DateTitle Authors
2010 Illiquidity and derivative valuationHorst, Ulrich / Naujokat, Felix
2010 The uncertain mortality intensity framework: Pricing and hedging unit-linked life insurance contractsLi, Jing / Szimayer, Alexander
2009 Representations for optimal stopping under dynamic monetary utility functionalsKrätschmer, Volker / Schoenmakers, John G. M.
2012 Análisis de la utilización de derivados financieros en las empresas no financieras mexicanas y su efecto en las cotizaciones bursátilesCorona Dueñas, José Asunción
2009 Credit risk transfer and bank competitionHakenes, Hendrik / Schnabel, Isabel
2010 The forward premium puzzle and latent factors day by dayBernoth, Kerstin / von Hagen, Jürgen / de Vries, Casper G.
2010 Time-varying spot and futures oil price dynamicsCaporale, Guglielmo Maria / Ciferri, Davide / Girardi, Alessandro
2005 Firm heterogeneity and credit risk diversificationHanson, Samuel / Pesaran, Mohammad Hashem / Schuermann, Til
2010 Time-varying spot and futures oil price dynamicsCaporale, Guglielmo Maria / Ciferri, Davide / Girardi, Alessandro
2011 The Effect of Secondary Markets on Equity-Linked Life Insurance with Surrender GuaranteesHilpert, Christian / Li, Jing / Szimayer, Alexander

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