Marliese Uhrig-Homburg
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Person:941720
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 |
|---|---|---|
| Empirical performance of reduced-form models for emission permit prices Review of Derivatives Research | 2019-10-16 | Paper |
| Does modeling framework matter? A comparative study of structural and reduced-form models Review of Derivatives Research | 2014-04-25 | Paper |
| Predicting credit default swap prices with financial and pure data-driven approaches Quantitative Finance | 2013-12-13 | Paper |
| Modelling jumps in electricity prices: theory and empirical evidence Review of Derivatives Research | 2008-09-02 | Paper |
| Importance of mean-reversion of interest rate processes for options: The example of range warrants OR Spektrum | 1999-06-30 | Paper |
Research outcomes over time
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