Stephan Höcht
From MaRDI portal
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
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