Dennis Bams

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Loss functions in option valuation: a framework for selection
Management Science
2012-03-01Paper
Empirical Issues in Value-at-Risk
ASTIN Bulletin
2005-03-30Paper
Direct estimation of the risk neutral factor dynamics of Gaussian term structure models
Journal of Econometrics
2003-10-14Paper
Direct estimation of the risk neutral factor dynamics of Gaussian term structure models
Journal of Econometrics
2003-10-14Paper


Research outcomes over time


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