Items where Division is "Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Entpflichtete oder im Ruhestand befindliche Professoren > Lehrstuhl für Statistik (Prof. Dr. Alfred Hamerle)" and Year is 2012

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Hamerle, Alfred and Igl, Andreas and Plank, Kilian (2012) Correlation Smile, Volatility Skew, and Systematic Risk Sensitivity of Tranches. JOURNAL OF DERIVATIVES, 19 (3). pp. 8-27. ISSN 1074-1240

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