1998 – Nr. 23
SFB 373 Papers | Jaschke, Stefan R.:
A Note on Stochastic Volatility, GARCH models, and Hyperbolic Distributions | Metadaten
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1999 – Nr. 64
SFB 373 Papers | Küchler, Uwe; Jaschke, Stefan R.:
Coherent Risk Measures, Valuation Bounds, and (My,p)-Portfolio Optimization | Metadaten
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1999 – Nr. 13
SFB 373 Papers | Jaschke, Stefan R.:
Higher Order Forward Rate Agreements and the Smoothness of the Term Structure | Metadaten
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2001 – Nr. 55
SFB 373 Papers | Jaschke, Stefan R.:
Quantile-VaR is the Wrong Measure to Quantify Market Risk for Regulatory Purposes | Metadaten
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1998 – Nr. 11
SFB 373 Papers | Wernicke, S.; Stehle, Richard; Jaschke, Stefan R.:
Tax Clientele Effects in the German Bond Market | Metadaten
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2001 – Nr. 54
SFB 373 Papers | Jaschke, Stefan R.:
The Cornish-Fisher-Expansion in the Context of Delta - Gamma - Normal Approximations | Metadaten
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