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type_genre:"Non-commercial literature"
isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Jaschke, Stefan R."
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Jaschke, Stefan R.
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion papers of interdisciplinary research project 373
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Quantile-VaR is the wrong measure to quantify markets risk for regulatory purposes
Jaschke, Stefan R.
-
2001
Persistent link: https://www.econbiz.de/10001606217
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2
The Cornish-Fisher expansion in the context of delta-gamma-normal approximations
Jaschke, Stefan R.
-
2001
Persistent link: https://www.econbiz.de/10001606221
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3
Higher order forward rate agreements and the smoothness of the term structure
Jaschke, Stefan R.
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1999
Persistent link: https://www.econbiz.de/10001377676
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4
Coherent risk measures, valuation bounds, and (m, r)-portfolio optimization
Jaschke, Stefan R.
;
Küchler, Uwe
-
1999
Persistent link: https://www.econbiz.de/10001425817
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5
A note on stochastic volatility, GARCH models, and hyperbolic distributions
Jaschke, Stefan R.
-
1998
Persistent link: https://www.econbiz.de/10000992329
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