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A cointegrated regime-switching model approach with jumps for commodity futures prices
Free accessBASE | 2017| -
A General Structural Approach for Credit Modeling under Stochastic Volatility
Free accessBASE | 2014| -
A Hybrid-Form Model for the Prepayment-Risk-Neutral Valuation of Mortgage-Backed Securities
Free accessBASE | 2014| -
A New Form of Jensen's Inequality and its Application to Statistical Experiments
Free accessBASE | 2014| -
Asset Correlations in Turbulent Markets and their Implications on Asset Management
Free accessBASE | 2016| -
Closed form pricing of two-asset barrier options with stochastic covariance
Free accessBASE | 2016| -
Fit for Leverage - Modelling of Hedge Fund Returns in View of Risk Management Purposes
Free accessBASE | 2014|
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