Dietmar P. J. Leisen

Available identifiers

zbMath Open leisen.dietmar-p-jMaRDI QIDQ472211

List of research outcomes

Publication	Date of Publication	Type
The shape of small sample biases in pricing kernel estimations	2018-11-19	Paper
HETEROGENEITY IN RISK PREFERENCES LEADS TO STOCHASTIC VOLATILITY	2018-10-10	Paper
Dynamic risk taking with bonus schemes	2018-09-19	Paper
Aggregation of preferences for skewed asset returns	2014-11-19	Paper
Equilibrium open interest	2010-11-26	Paper
Incentive Contracting For Venture Capital Fund Managers	2010-01-22	Paper
https://portal.mardi4nfdi.de/entity/Q2725581	2002-01-13	Paper
Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk	2001-05-11	Paper
The random-time binomial model	2000-01-12	Paper
Pricing the American put option: A detailed convergence analysis for binomial models	1999-01-12	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Dietmar P. J. Leisen