Details about Dimitri Neumann
E-mail: |
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Homepage: | http://www.neumann.nl/~dimitri
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Phone: | +31 20 6429 956 |
Postal address: | Capital Tool Company Trompenburgstraat 6r 1079 TX Amsterdam The Netherlands |
Access statistics for papers by Dimitri Neumann.
Last updated 2007-12-10. Update your information in the RePEc Author Service.
Short-id: pne12
Working Papers
2002
- Symmetries in Jump-Diffusion Models with Applications in Option Pricing and Credit Risk
Finance, University Library of Munich, Germany
2001
- Asians and cash dividends: Exploiting symmetries in pricing theory
Finance, University Library of Munich, Germany View citations (4)
- Tradable Schemes
Finance, University Library of Munich, Germany View citations (2)
1999
- Scale invariance and contingent claim pricing
Finance, University Library of Munich, Germany View citations (7)
- Scale invariance and contingent claim pricing II: Path-dependent contingent claims
Finance, University Library of Munich, Germany View citations (1)