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 |
|---|
The effect of cutting interest rates on corporate investments: a real options model
Applied Stochastic Models in Business and Industry | 2024-07-30 | Paper |
The annuity puzzle and consumption hump under ambiguous life expectancy
Insurance Mathematics & Economics | 2021-10-19 | Paper |
Consumption-based asset pricing with prospect theory and habit formation
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
The jump behavior of a foreign exchange market: analysis of the Thai baht
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
Application of intertemporal CAPM on international corporate finance
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
Liquidity spreads in the corporate bondmarket: estimation using a semi-parametric model
Journal of Applied Statistics | 2020-09-29 | Paper |
Revisiting generalized almost stochastic dominance
Annals of Operations Research | 2020-01-20 | Paper |
Rainbow trend options: valuation and applications
Review of Derivatives Research | 2018-11-09 | Paper |
Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks
Insurance Mathematics & Economics | 2017-11-23 | Paper |
Optimal asset allocation for DC pension plans under inflation
Insurance Mathematics & Economics | 2014-04-10 | Paper |
A lattice model for option pricing under GARCH-jump processes
Review of Derivatives Research | 2013-12-02 | Paper |
Optimal portfolio-consumption choice under stochastic inflation with nominal and indexed bonds
Applied Stochastic Models in Business and Industry | 2013-11-15 | Paper |
Estimated inflation rate, consumption and portfolio decision
Economics Letters | 2013-01-08 | Paper |
Analytical valuation of catastrophe equity options with negative exponential jumps
Insurance Mathematics & Economics | 2009-03-04 | Paper |
MARKET SEGMENTATION AND NOISE TRADER RISK
International Journal of Theoretical and Applied Finance | 2008-09-03 | Paper |
A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model
Applied Mathematical Finance | 2008-04-29 | Paper |
Valuation of vulnerable American options with correlated credit risk
Review of Derivatives Research | 2007-12-05 | Paper |
| scientific article; zbMATH DE number 5054857 (Why is no real title available?) | 2006-09-18 | Paper |
Research outcomes over time
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