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DateTitle Authors
2002 Compensator-based simulation of correlated defaultsGiesecke, Kay
2002 An exponential model for dependent defaultsGiesecke, Kay
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

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