Stephan Höcht

Available identifiers

zbMath Open hocht.stephanMaRDI QIDQ541586

List of research outcomes

Publication	Date of Publication	Type
On the pricing of capped volatility swaps using machine learning techniques	2025-01-06	Paper
The impact of a new CoCo issuance on the price performance of outstanding CoCos	2018-10-22	Paper
Pricing credit derivatives under stochastic recovery in a hybrid model	2011-11-26	Paper
Pricing distressed CDOs with stochastic recovery	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

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