Searching for authors named "Daniel Sommer" – sorted by Relevance.
5 documents found, showing 1 through 5.
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Pseudo-Arbitrage - A new Approach to Pricing and Hedging in Incomplete Markets
- … Markets Daniel Sommer November 1998 Department of Statistics Faculty of Economics University of Bonn…
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The Generalization of the Geske-Formula for Compound Options to Stochastic Interest Rates is not trivial
- … is not trivial -- A Note Rudiger Frey, ETH Zurich Daniel Sommer, University of Bonn y Abstract This note…
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A Systematic Approach to Pricing and Hedging of International Derivatives with Interest Rate Risk
- … Derivatives with Interest Rate Risk Rudiger Frey Daniel Sommer February 1995 Rudiger Frey: Department…
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On Short Rate Processes and Their Implications for Term Structure Movements
- … Movements Erik Schlogl and Daniel Sommer University of Bonn, Department of Statistics, Adenauerallee 24…
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Perfect Option Hedging for a Large Trader
- … to thank Jaksa Cvitanic, Hans Follmer, Dieter Sondermann, Daniel Sommer, Alexander Stremme and an anonymous…
- Cited by 6 (0 self) – Add To MetaCart
Showing 1 through 5.
