Siegfried Trautmann

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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!

PublicationDate of PublicationType
Local Expected Shortfall-Hedging in Discrete Time *
Review of Finance
2003-06-09Paper
Optimal control of option portfolios and applications
OR Spektrum
1999-06-30Paper
Continuous-time portfolio optimization under terminal wealth constraints
ZOR Zeitschrift f�r Operations Research Methods and Models of Operations Research
1995-10-18Paper
Jump-diffusion models of German stock returns
Statistical Papers
1991-01-01Paper
scientific article; zbMATH DE number 3780907 (Why is no real title available?)1982-01-01Paper
scientific article; zbMATH DE number 3616177 (Why is no real title available?)1978-01-01Paper
scientific article; zbMATH DE number 3641180 (Why is no real title available?)1977-01-01Paper


Research outcomes over time


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