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A Benchmark Approach to Filtering in Finance |
0 |
0 |
0 |
165 |
0 |
1 |
5 |
417 |

A Benchmark Approach to Finance |
0 |
0 |
2 |
583 |
0 |
1 |
7 |
1,435 |

A Benchmark Approach to Investing and Pricing |
0 |
0 |
0 |
137 |
2 |
2 |
5 |
303 |

A Benchmark Approach to Portfolio Optimization under Partial Information |
0 |
0 |
0 |
202 |
0 |
0 |
4 |
563 |

A Benchmark Framework for Integrated Risk Management |
0 |
0 |
0 |
173 |
0 |
1 |
1 |
425 |

A Benchmark Framework for Risk Management |
0 |
0 |
0 |
523 |
1 |
2 |
5 |
1,625 |

A Benchmark Model for Financial Markets |
0 |
0 |
5 |
573 |
2 |
9 |
73 |
3,095 |

A Discrete Time Benchmark Approach for Finance and Insurance |
0 |
0 |
2 |
158 |
0 |
0 |
8 |
550 |

A Financial Market Model |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
167 |

A Financial Market Model with Trading Volume and Stochastic Volatility |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
269 |

A General Benchmark Model for Stochastic Jump Sizes |
0 |
0 |
0 |
116 |
0 |
0 |
7 |
517 |

A Hardware Generator of Multi-point Distributed Random Numbers for Monte Carlo Simulation |
0 |
0 |
1 |
134 |
0 |
0 |
8 |
579 |

A Hybrid Model for Pricing and Hedging of Long Dated Bonds |
0 |
1 |
3 |
67 |
0 |
2 |
7 |
167 |

A Minimal Financial Market Model |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
1,034 |

A Minimal Share Market Model with Stochastic Volatility |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
478 |

A Monte Carlo Method using PDE Expansions for a Diversifed Equity Index Model |
0 |
0 |
5 |
71 |
1 |
2 |
12 |
131 |

A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds |
0 |
0 |
2 |
18 |
2 |
2 |
17 |
59 |

A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds |
0 |
0 |
0 |
5 |
1 |
2 |
7 |
26 |

A Structure for General and Specific Market Risk |
0 |
0 |
2 |
423 |
0 |
0 |
5 |
1,247 |

A Tractable Model for Indices Approximating the Growth Optimal Portfolio |
0 |
0 |
0 |
20 |
0 |
0 |
2 |
80 |

A Unifying Approach to Asset Pricing |
0 |
0 |
0 |
99 |
2 |
2 |
3 |
192 |

A Variance Reduction Technique Based on Integral Representations |
0 |
1 |
1 |
258 |
0 |
3 |
5 |
673 |

A Visual Classification of Local Martingales |
0 |
0 |
1 |
138 |
0 |
1 |
3 |
342 |

A Visual Criterion for Identifying Ito Diffusions as Martingales or Strict Local Martingales |
0 |
0 |
0 |
40 |
0 |
0 |
2 |
99 |

A benchmark approach to asset management |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |

A benchmark model for financial markets |
0 |
0 |
0 |
161 |
0 |
0 |
3 |
610 |

A class of complete benchmark models with intensity-based jumps |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |

A minimal financial market model |
0 |
0 |
3 |
140 |
0 |
3 |
10 |
634 |

A survey of numerical methods for stochastic differential equations |
1 |
1 |
4 |
4 |
1 |
1 |
5 |
5 |

Affine Realizations for Levy Driven Interest Rate Models with Real-World Forward Rate Dynamics |
1 |
1 |
2 |
36 |
1 |
1 |
3 |
130 |

Alternative Defaultable Term Structure Models |
0 |
0 |
0 |
87 |
0 |
0 |
3 |
181 |

Alternative Term Structure Models for Reviewing Expectations Puzzles |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
79 |

An Alternative Interest Rate Term Structure Model |
0 |
0 |
0 |
257 |
1 |
1 |
4 |
790 |

An Intraday Empirical Analysis of Electricity Price Behaviour |
1 |
1 |
2 |
282 |
1 |
1 |
4 |
686 |

An Introduction to Numerical Methods for Stochastic Differential Equations |
0 |
0 |
0 |
6 |
1 |
5 |
29 |
3,452 |

Analytic Pricing of Contingent Claims Under the Real-World Measure |
0 |
0 |
0 |
132 |
1 |
1 |
1 |
323 |

Application of Maximum Likelihood Estimation to Stochastic Short Rate Models |
0 |
1 |
12 |
49 |
1 |
4 |
24 |
106 |

Applications of the Balanced Method to Stochastic Differential Equations in Filtering |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
219 |

Approximating the Growth Optimal Portfolio with a Diversified World Stock Index |
0 |
0 |
0 |
225 |
0 |
0 |
0 |
551 |

Approximating the Growth Optimal Portfolio with a Diversified World Stock Index |
0 |
0 |
0 |
162 |
0 |
1 |
8 |
464 |

Approximating the Numeraire Portfolio by Naive Diversification |
0 |
0 |
0 |
71 |
5 |
6 |
15 |
415 |

Approximation of Jump Diffusions in Finance and Economics |
0 |
0 |
0 |
366 |
1 |
2 |
5 |
700 |

Arbitrage in Continuous Complete Markets |
0 |
0 |
1 |
158 |
0 |
2 |
8 |
420 |

Asset Markets and Monetary Policy |
0 |
1 |
3 |
188 |
2 |
3 |
7 |
303 |

Axiomatic principles for a market model |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

Balanced Implicit Methods for Stiff Stochastic Systems |
0 |
0 |
5 |
5 |
1 |
1 |
9 |
9 |

Benchmark Model with Intensity Based Jumps |
0 |
0 |
0 |
68 |
0 |
0 |
0 |
212 |

Benchmark Pricing of Credit Derivatives Under a Standard Market Model |
0 |
0 |
0 |
180 |
1 |
1 |
2 |
639 |

Benchmarking and Fair Pricing Applied to Two Market Models |
0 |
0 |
1 |
137 |
0 |
0 |
2 |
349 |

Capital Asset Pricing for Markets with Intensity Based Jumps |
0 |
0 |
0 |
131 |
0 |
0 |
2 |
317 |

Comparison of Some Key Approaches to Hedging in Incomplete Markets |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
165 |

Computing Functionals of Multidimensional Diffusions via Monte Carlo Methods |
0 |
0 |
1 |
31 |
0 |
0 |
1 |
84 |

Consistent Market Extensions under the Benchmark Approach |
0 |
1 |
2 |
67 |
0 |
1 |
3 |
176 |

Consistent Pricing and Hedging for a Modified Constant Elasticity of Variance Model |
0 |
0 |
1 |
272 |
0 |
3 |
5 |
662 |

Credit Derivative Evaluation and CVA under the Benchmark Approach |
1 |
1 |
2 |
83 |
1 |
1 |
8 |
193 |

Currency Derivatives under a Minimal Market Model with Random Scaling |
0 |
0 |
1 |
192 |
0 |
0 |
2 |
627 |

Detecting Money Market Bubbles |
1 |
2 |
9 |
74 |
7 |
14 |
51 |
225 |

Distributional Deviations in Random Number Generation in Finance |
0 |
0 |
1 |
80 |
0 |
1 |
4 |
281 |

Diversified Portfolios in a Benchmark Framework |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
255 |

Diversified Portfolios with Jumps in a Benchmark Framework |
0 |
0 |
0 |
134 |
0 |
0 |
1 |
332 |

Empirical Behavior of a World Stock Index from Intra-Day to Monthly Time Scales |
0 |
0 |
0 |
69 |
1 |
1 |
3 |
165 |

Empirical Evidence on Student-t Log-Returns of Diversified World Stock Indices |
1 |
1 |
3 |
320 |
3 |
3 |
17 |
1,012 |

Estimating for Discretely Observed Diffusions Using Transform Functions |
0 |
0 |
1 |
59 |
0 |
0 |
4 |
160 |

Exact Pricing and Hedging Formulas of Long Dated Variance Swaps under a $3/2$ Volatility Model |
0 |
0 |
0 |
57 |
0 |
0 |
3 |
135 |

Exact Scenario Simulation for Selected Multi-dimensional Stochastic Processes |
0 |
0 |
2 |
69 |
0 |
0 |
3 |
180 |

Extrapolation Methods For The Weak Approximation Of Ito Diffusions |
0 |
1 |
2 |
2 |
0 |
1 |
5 |
5 |

Fair Pricing of Variable Annuities with Guarantees under the Benchmark Approach |
0 |
0 |
3 |
3 |
0 |
0 |
1 |
1 |

Fair Pricing of Weather Derivatives |
0 |
1 |
3 |
847 |
1 |
3 |
7 |
1,847 |

Fast Quantization of Stochastic Volatility Models |
0 |
1 |
1 |
2 |
0 |
2 |
6 |
10 |

Fast Quantization of Stochastic Volatility Models |
0 |
2 |
11 |
93 |
1 |
11 |
33 |
120 |

Filtering and Parameter Estimation for a Mean Reverting Interest Rate Model |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
707 |

Financial market meltdown and a need for new financial regulations |
0 |
0 |
1 |
1 |
0 |
2 |
5 |
5 |

Hedging for the Long Run |
0 |
0 |
3 |
151 |
0 |
1 |
7 |
380 |

Hedging long-dated interest rate derivatives for Australian pension funds and life insurers |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |

Hidden Markov Chain Filtering for Generalised Bessel Processes |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
237 |

Higher-order implicit strong numerical schemes for stochastic differential equations |
0 |
0 |
4 |
4 |
0 |
0 |
10 |
10 |

Intraday Empirical Analysis and Modeling of Diversified World Stock Indices |
0 |
0 |
0 |
146 |
0 |
1 |
4 |
437 |

Investing for the Long Run |
0 |
0 |
0 |
14 |
1 |
1 |
12 |
21 |

Investing for the Long Run |
2 |
5 |
14 |
47 |
4 |
16 |
52 |
137 |

Investments for the Short and Long Run |
0 |
0 |
1 |
161 |
0 |
0 |
3 |
343 |

Laplace Transform Identities for Diffusions, with Applications to Rebates and Barrier Options |
0 |
0 |
0 |
390 |
1 |
3 |
4 |
2,331 |

Less Expensive Pricing and Hedging of Long-Dated Equity Index Options When Interest Rates are Stochastic |
0 |
0 |
5 |
35 |
0 |
1 |
9 |
72 |

Less-Expensive Valuation of Long Term Annuities Linked to Mortality, Cash and Equity |
0 |
0 |
1 |
2 |
3 |
5 |
8 |
11 |

Liability Driven Investments under a Benchmark Based Approach |
1 |
2 |
3 |
60 |
1 |
3 |
10 |
158 |

Loading Pricing of Catastrophe Bonds and Other Long-Dated, Insurance-Type Contracts |
0 |
0 |
1 |
22 |
1 |
2 |
6 |
14 |

Loading Pricing of Catastrophe Bonds and Other Long-Dated, Insurance-Type Contracts |
0 |
1 |
4 |
37 |
1 |
2 |
13 |
65 |

Local Risk-Minimization under the Benchmark Approach |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
35 |

Local Risk-Minimization under the Benchmark Approach |
0 |
0 |
3 |
22 |
2 |
3 |
9 |
84 |

Local Volatility Function Models under a Benchmark Approach |
1 |
1 |
1 |
536 |
1 |
1 |
5 |
1,449 |

Market Efficiency and Growth Optimal Portfolio |
0 |
0 |
0 |
7 |
2 |
3 |
6 |
11 |

Market Efficiency and the Growth Optimal Portfolio |
3 |
8 |
34 |
77 |
14 |
28 |
104 |
228 |

Memorandum on a new financial architecture and new regulations |
0 |
0 |
2 |
2 |
1 |
1 |
3 |
3 |

Minimizing the Expected Market Time to Reach a Certain Wealth Level |
0 |
1 |
1 |
28 |
0 |
1 |
5 |
113 |

Minimizing the expected market time to reach a certain wealth level |
0 |
0 |
2 |
17 |
0 |
0 |
3 |
67 |

Modeling of Oil Prices |
0 |
1 |
4 |
93 |
1 |
2 |
11 |
224 |

Modeling the Volatility and Expected Value of a Diversified World Index |
0 |
1 |
2 |
144 |
0 |
2 |
3 |
474 |

Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae |
0 |
1 |
1 |
91 |
0 |
3 |
7 |
220 |

Modelling the Stochastic Dynamics of Volatility for Equity Indices |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
179 |

Multiplicative Approximation of Wealth Processes Involving No-Short-Sale Strategies |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
31 |

Multiplicative approximation of wealth processes involving no-short-sale strategies via simple trading |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
53 |

Natural Disasters, Insurance Stocks and the Numeraire Portfolio |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
9 |

Numerical Comparison of Local Risk-Minimisation & Mean-Variance Hedging |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |

Numerical Inversion of Laplace Transforms: A Survey of Techniques with Applications to Derivative Pricing |
0 |
0 |
0 |
2 |
5 |
10 |
25 |
1,785 |

On Explicit Probability Laws for Classes of Scalar Diffusions |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
112 |

On Feedback Effects from Hedging Derivatives |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
358 |

On Financial Markets where only Buy-And-Hold Trading is Possible |
0 |
0 |
0 |
73 |
0 |
0 |
1 |
210 |

On Honest Times in Financial Modeling |
0 |
1 |
1 |
88 |
0 |
1 |
4 |
199 |

On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance |
0 |
0 |
0 |
138 |
0 |
0 |
2 |
395 |

On effects of discretization on estimators of drift parameters for diffusion processes |
0 |
0 |
0 |
1 |
0 |
1 |
4 |
5 |

On honest times in financial modeling |
0 |
0 |
0 |
17 |
0 |
1 |
2 |
78 |

On the Distributional Characterization of Log-returns of a World Stock Index |
0 |
0 |
0 |
189 |
1 |
6 |
10 |
657 |

On the Dybvig-Ingersoll-Ross Theorem |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
115 |

On the Efficiency of Simplified Weak Taylor Schemes for Monte Carlo Simulation in Finance |
0 |
0 |
0 |
142 |
0 |
0 |
0 |
319 |

On the Log-Return Distribution of Index Benchmarked Share Prices |
0 |
0 |
0 |
1 |
2 |
2 |
9 |
1,127 |

On the Marginal Distribution of Trade Weighted Currency Indices |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
308 |

On the Numerical Stability of Simulation Methods for SDES |
0 |
1 |
2 |
84 |
0 |
1 |
4 |
221 |

On the Pricing and Hedging of Long Dated Zero Coupon Bonds |
0 |
0 |
3 |
205 |
1 |
2 |
7 |
812 |

On the Role of the Growth Optimal Portfolio in Finance |
0 |
0 |
1 |
715 |
0 |
0 |
2 |
1,567 |

On the Strong Approximation of Jump-Diffusion Processes |
1 |
1 |
6 |
356 |
2 |
6 |
25 |
715 |

On the Strong Approximation of Pure Jump Processes |
0 |
0 |
1 |
192 |
0 |
1 |
2 |
405 |

On the existence of sure profits via flash strategies |
0 |
0 |
0 |
69 |
0 |
4 |
10 |
24 |

On the semimartingale property of discounted asset-price processes |
0 |
0 |
0 |
36 |
0 |
0 |
1 |
124 |

Option pricing for a logstable asset price model |
0 |
0 |
1 |
1 |
1 |
1 |
4 |
4 |

Perfect Hedging of Index Derivatives Under a Locally Arbitrage Free Minimal Market Model |
0 |
0 |
0 |
93 |
0 |
0 |
3 |
365 |

Pricing Volatility Derivatives Under the Modified Constant Elasticity of Variance Model |
0 |
0 |
1 |
29 |
0 |
0 |
2 |
48 |

Pricing and Hedging for Incomplete Jump Diffusion Benchmark Models |
0 |
0 |
0 |
248 |
0 |
0 |
0 |
585 |

Pricing and Hedging in the Presence of Transaction Costs Under Local Risk Minimisation |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
126 |

Pricing and hedging of long dated variance swaps under a 3/2 volatility model |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |

Pricing of Index Options Under a Minimal Market Model with Lognormal Scaling |
0 |
1 |
1 |
126 |
0 |
1 |
1 |
404 |

Pricing of long dated equity-linked life insurance contracts |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |

Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models |
0 |
0 |
0 |
230 |
2 |
2 |
5 |
870 |

Pricing via anticipative stochastic calculus |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |

Principles for modelling financial markets |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |

Processes of Class Sigma, Last Passage Times, and Drawdowns |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
4 |

Quantization Under the Real-world Measure: Fast and Accurate Valuation of Long-dated Contracts |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
11 |

Quasi-exact Approximation of Hidden Markov Chain Filters |
0 |
0 |
1 |
16 |
0 |
1 |
5 |
71 |

Rate of Convergence of the Euler Approximation for Diffusion Processes |
1 |
2 |
8 |
8 |
1 |
5 |
16 |
16 |

Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps |
0 |
0 |
0 |
167 |
0 |
0 |
2 |
466 |

Real World Pricing for a Modified Constant Elasticity of Variance Model |
0 |
0 |
1 |
59 |
2 |
2 |
7 |
191 |

Real World Pricing of Long Term Cash-Linked Annuities and Equity-Linked Annuities with Cash-Linked Guarantees |
0 |
1 |
5 |
32 |
0 |
3 |
14 |
120 |

Real World Pricing of Long Term Contracts |
0 |
0 |
1 |
127 |
1 |
1 |
4 |
341 |

Real-World Forward Rate Dynamics With Affine Realizations |
1 |
1 |
1 |
1 |
1 |
1 |
4 |
4 |

Real-world forward rate dynamics with affine realizations |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |

Recovering the Real-World Density and Liquidity Premia From Option Data |
0 |
1 |
12 |
44 |
2 |
3 |
22 |
104 |

Recursive Marginal Quantization of Higher-Order Schemes |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
19 |

Relations between multiple ito and stratonovich integrals |
1 |
1 |
2 |
2 |
1 |
2 |
5 |
5 |

Risk Premia and Financial Modelling Without Measure Transformation |
0 |
0 |
0 |
109 |
0 |
0 |
1 |
365 |

Risk premia and financial modelling without measure transformation |
0 |
0 |
1 |
61 |
0 |
0 |
2 |
234 |

Semiparametric Diffusion Estimation and Application to a Stock Market Index |
0 |
0 |
0 |
91 |
1 |
1 |
2 |
300 |

Semiparametric diffusion estimation and application to a stock market index |
0 |
0 |
0 |
59 |
1 |
1 |
6 |
288 |

Sharpe Ratio Maximization and Expected Utility when Asset Prices have Jumps |
0 |
0 |
1 |
448 |
1 |
2 |
17 |
1,976 |

Simulation of Diversified Portfolios in a Continuous Financial Market |
0 |
0 |
1 |
74 |
0 |
2 |
11 |
193 |

Simulation of Diversified Portfolios in a Continuous Financial Market |
0 |
1 |
1 |
92 |
1 |
4 |
6 |
228 |

Stability of weak numerical schemes for stochastic differential equations |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |

Stratonovich and Ito Stochastic Taylor Expansions |
0 |
2 |
4 |
4 |
0 |
2 |
6 |
6 |

Strong Discrete Time Approximation of Stochastic Differential Equations with Time Delay |
0 |
1 |
1 |
281 |
0 |
1 |
3 |
811 |

Strong Predictor-Corrector Euler Methods for Stochastic Differential Equations |
0 |
0 |
3 |
221 |
0 |
1 |
7 |
635 |

Strong approximations of stochastic differential equations with jumps |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
3 |

Strong discrete time approximation of Stochastic Differential Equations with Time Delay |
0 |
0 |
0 |
0 |
6 |
9 |
27 |
407 |

Stylised Properties of the Interest Rate Term Structure Under The Benchmark Approach |
0 |
0 |
2 |
24 |
0 |
0 |
3 |
64 |

Sure Profits via Flash Strategies and the Impossibility of Predictable Jumps |
0 |
2 |
4 |
24 |
0 |
3 |
21 |
64 |

Symmetry Group Methods for Fundamental Solutions and Characteristic Functions |
0 |
0 |
1 |
173 |
0 |
0 |
4 |
515 |

Symmetry group methods for fundamental solutions |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
3 |

The Affine Nature of Aggregate Wealth Dynamics |
0 |
0 |
1 |
19 |
0 |
1 |
4 |
70 |

The History of the Quantitative Methods in Finance Conference Series. 1992-2007 |
0 |
0 |
0 |
148 |
0 |
0 |
3 |
351 |

The Law of Minimal Price |
0 |
0 |
1 |
134 |
0 |
0 |
7 |
485 |

The Small and Large Time Implied Volatilities in the Minimal Market Model |
0 |
0 |
0 |
23 |
0 |
1 |
1 |
60 |

The Small and Large Time Implied Volatilities in the Minimal Market Model |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
58 |

The approximation of multiple stochastic integrals |
1 |
1 |
3 |
3 |
1 |
1 |
9 |
9 |

The numeraire property and long-term growth optimality for drawdown-constrained investments |
0 |
0 |
0 |
16 |
0 |
1 |
3 |
44 |

The numéraire property and long-term growth optimality for drawdown-constrained investments |
0 |
0 |
0 |
1 |
0 |
1 |
5 |
12 |

Three-Benchmarked Risk Minimization for Jump Diffusion Markets |
0 |
0 |
0 |
64 |
3 |
4 |
9 |
157 |

Time Delay and Noise Explaining Cyclical Fluctuations in Prices of Commodities |
0 |
0 |
1 |
107 |
0 |
0 |
3 |
297 |

Time Discrete Taylor Approximations for Ito Processes with Jump Component |
0 |
0 |
1 |
1 |
0 |
1 |
6 |
6 |

Two-Factor Model for Low Interest Rate Regimes |
0 |
0 |
2 |
386 |
1 |
1 |
6 |
1,410 |

Understanding the Implied Volatility Surface for Options on a Diversified Index |
4 |
8 |
9 |
891 |
19 |
57 |
68 |
3,203 |

Using Dynamic Copulae for Modeling Dependency in Currency Denominations of a Diversifed World Stock Index |
0 |
0 |
0 |
58 |
0 |
1 |
2 |
140 |

Valuation of FX barrier options under stochastic volatility |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |

Valuing Guaranteed Minimum Death Benefit Options in Variable Annuities Under a Benchmark Approach |
0 |
0 |
1 |
209 |
0 |
0 |
6 |
640 |

Weak Discrete Time Approximation of Stochastic Differential Equations with Time Delay |
0 |
0 |
0 |
168 |
0 |
1 |
4 |
486 |

Weak discrete time approximation of stochastic differential equations with time delay |
1 |
1 |
2 |
91 |
2 |
5 |
21 |
589 |

Über die stabilität des Euler-Schemas für eine Affine Stochastische Differentialgleichung mit Gedächtnis |
0 |
0 |
1 |
15 |
1 |
2 |
4 |
252 |

Total Working Papers |
25 |
66 |
278 |
18,936 |
138 |
360 |
1,330 |
68,475 |