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DateTitle Authors
2003 On the geometry of interest rate modelsBjörk, Tomas
2000 On the construction of finite dimensional realizations for nonlinear forward rate modelsBjörk, Tomas / Landén, Camilla
2001 The valuation of corporate liabilities: Theory and testsEricsson, Jan / Reneby, Joel
2012 Risk premium, variance premium and the maturity structure of uncertaintyFeunou, Bruno / Fontaine, Jean-Sébastien / Taamouti, Abderrahim / Tédongap, Roméo
2006 Why the Rotation Count Algorithm worksLord, Roger / Kahl, Christian
2012 Pricing synthetic CDOs using a three regime Random-Factor-Loading ModelMessow, Philip
2006 A Comparison of Biased Simulation Schemes for Stochastic Volatility ModelsLord, Roger / Koekkoek, Remmert / van Dijk, Dick
2006 Optimal Fourier Inversion in Semi-analytical Option PricingLord, Roger / Kahl, Christian
2003 Over-allotment options in IPOs on Germany's Neuer Markt: An empirical investigationFranzke, Stefanie A. / Schlag, Christian
2011 Can standard preferences explain the prices of out-of-the-money S&P 500 put options?Benzoni, Luca / Collin-Dufresne, Pierre / Goldstein, Robert S.

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