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The impacts of overseas market shocks on the CDS-option basis
Park, Yuen Jung, (2019)
Who benefits in a crisis? Evidence from hedge fund stock and option holdings
Aragon, George O., (2019)
A homotopy analysis method for the option pricing PDE in post-crash markets
El-Khatib, Youssef, (2014)
Bigger is not always safer : a critical analysis of the subadditivity assumption for coherent risk measures
Rau-Bredow, Hans, (2019)
Value at risk, Normalverteilungshypothese und Extremwertverhalten
Rau-Bredow, Hans, (2002)
Ökonomische Analyse obligatorischer Übernahmeangebote
Rau-Bredow, Hans, (1999)