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 |
|---|---|---|
| Pension fund investments and the valuation of liabilities under conditional indexation Insurance Mathematics & Economics | 2008-08-22 | Paper |
| Aggressive Orders and the Resiliency of a Limit Order Market* Review of Finance | 2006-02-23 | Paper |
| The Valuation and Hedging of Variable Rate Savings Accounts ASTIN Bulletin | 2005-03-30 | Paper |
| On the information in the interest rate term structure and option prices Review of Derivatives Research | 2005-01-12 | Paper |
| scientific article; zbMATH DE number 2089536 (Why is no real title available?) | 2004-08-12 | Paper |
| Intraday Lead-Lag Relationships Between the Futures-, Options and Stock Market * Review of Finance | 2003-03-12 | Paper |
| Libor Market Models versus Swap Market Models for Pricing Interest Rate Derivatives: An Empirical Analysis Review of Finance | 2002-05-30 | Paper |
Research outcomes over time
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