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Details about Dimitri Neumann

E-mail:
Homepage:http://www.neumann.nl/~dimitri
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

  1. Symmetries in Jump-Diffusion Models with Applications in Option Pricing and Credit Risk
    Finance, University Library of Munich, Germany Downloads

2001

  1. Asians and cash dividends: Exploiting symmetries in pricing theory
    Finance, University Library of Munich, Germany Downloads View citations (4)
  2. Tradable Schemes
    Finance, University Library of Munich, Germany Downloads View citations (2)

1999

  1. Scale invariance and contingent claim pricing
    Finance, University Library of Munich, Germany Downloads View citations (7)
  2. Scale invariance and contingent claim pricing II: Path-dependent contingent claims
    Finance, University Library of Munich, Germany Downloads View citations (1)
 
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