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!
| Publication | Date of Publication | Type |
|---|---|---|
| Dynamic debt issuance with jumps Mathematics and Financial Economics | 2024-01-10 | Paper |
| Dynamic Leveraging–Deleveraging Games Operations Research | 2020-11-04 | Paper |
| Separation results for multi-product inventory hedging problems Annals of Operations Research | 2016-05-19 | Paper |
| When do creditors with heterogeneous beliefs agree to run? Finance and Stochastics | 2015-03-30 | Paper |
| Mean-variance hedging with oil futures Finance and Stochastics | 2013-11-06 | Paper |
| Arbitrage-free market models for option prices: the multi-strike case Finance and Stochastics | 2009-08-08 | Paper |
| TERM STRUCTURES OF IMPLIED VOLATILITIES: ABSENCE OF ARBITRAGE AND EXISTENCE RESULTS Mathematical Finance | 2008-05-22 | Paper |
| Some results on strong solutions of SDEs with applications to interest rate models Stochastic Processes and their Applications | 2007-06-08 | Paper |
Research outcomes over time
This page was built for person: Johannes Wissel
