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 |
|---|---|---|
| On the pricing of capped volatility swaps using machine learning techniques Quantitative Finance | 2025-01-06 | Paper |
| The impact of a new CoCo issuance on the price performance of outstanding CoCos Innovations in Derivatives Markets | 2018-10-22 | Paper |
| Pricing credit derivatives under stochastic recovery in a hybrid model Applied Stochastic Models in Business and Industry | 2011-11-26 | Paper |
| Pricing distressed CDOs with stochastic recovery Review of Derivatives Research | 2011-06-07 | Paper |
| Fit for leverage -- modelling of hedge fund returns in view of risk management purposes | 2010-04-15 | Paper |
Research outcomes over time
This page was built for person: Stephan Höcht
