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B

Buechel, Patrick and Kratochwil, Michael and Nagl, Maximilian and Roesch, Daniel (2022) Deep calibration of financial models: turning theory into practice. REVIEW OF DERIVATIVES RESEARCH, 25. pp. 109-136. ISSN 1380-6645, 1573-7144

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

H

Hamerle, Alfred and Rösch, Daniel (1998) On the empirical identification of risk factors in arbitrage pricing models. OR SPECTRUM, 20 (2). pp. 123-134. ISSN 0171-6468, 1436-6304

L

Liska, Franz and von Deimling, Constantin and Otto, Alexander and Willinger, Lukas and Kellner, Ralf and Imhoff, Andreas B. and Burgkart, Rainer and Voss, Andreas (2019) Distal femoral torsional osteotomy increases the contact pressure of the medial patellofemoral joint in biomechanical analysis. KNEE SURGERY SPORTS TRAUMATOLOGY ARTHROSCOPY, 27 (7). pp. 2328-2333. ISSN 0942-2056, 1433-7347