Browsen in EconStor gesamt nach Autor:innen Detlefsen, Kai
Zeige Ergebnisse 1 bis 7 von 7
Erscheinungsjahr | Titel | Autor:innen |
2005 | Common functional implied volatility analysis | Detlefsen, Kai; Härdle, Wolfgang Karl |
2005 | Conditional and dynamic convex risk measures | Detlefsen, Kai; Scandolo, Giacomo |
2005 | FFT based option pricing | Borak, Szymon; Detlefsen, Kai; Härdle, Wolfgang Karl |
2006 | Forecasting the term structure of variance swaps | Detlefsen, Kai; Härdle, Wolfgang Karl |
2006 | Calibration risk for exotic options | Detlefsen, Kai; Härdle, Wolfgang Karl |
2006 | Calibration design of implied volatility surfaces | Detlefsen, Kai; Härdle, Wolfgang Karl |
2007 | Empirical pricing kernels and investor preferences | Detlefsen, Kai; Härdle, Wolfgang Karl; Moro, Rouslan A. |