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B

Buechel, Patrick and Kratochwil, Michael and Roesch, Daniel (2020) Computing valuation adjustments for counterparty credit risk using a modified supervisory approach. REVIEW OF DERIVATIVES RESEARCH, 23 (3). pp. 273-322. ISSN 1380-6645, 1573-7144

D

Do, Hung Xuan and Roesch, Daniel and Scheule, Harald (2020) Liquidity Constraints, Home Equity and Residential Mortgage Losses. JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, 61 (2). pp. 208-246. ISSN 0895-5638, 1573-045X

Dorfleitner, G. and Gerer, J. (2020) Time consistent pricing of options with embedded decisions. REVIEW OF DERIVATIVES RESEARCH, 23 (1). pp. 85-119. ISSN 1380-6645, 1573-7144

G

Gerer, Johannes and Dorfleitner, Gregor (2018) Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions. REVIEW OF DERIVATIVES RESEARCH, 21 (2). pp. 175-199. ISSN 1380-6645, 1573-7144

Q

Qi, Yue and Steuer, Ralph E. and Wimmer, Maximilian (2017) An analytical derivation of the efficient surface in portfolio selection with three criteria. ANNALS OF OPERATIONS RESEARCH, 251 (1-2). pp. 161-177. ISSN 0254-5330, 1572-9338