Economics at your fingertips  

Details about Frank Oertel


Access statistics for papers by Frank Oertel.

Last updated 2015-12-08. Update your information in the RePEc Author Service.

Short-id: poe10

Jump to Journal Articles

Working Papers


  1. Restructuring counterparty credit risk
    Discussion Papers, Deutsche Bundesbank Downloads View citations (2)
    Also in Papers, (2012) Downloads View citations (4)


  1. Geometry of polar wedges and super-replication prices in incomplete financial markets
    Papers, Downloads


  1. On utility-based super-replication prices of contingent claims with unbounded payoffs
    Papers, Downloads View citations (1)

Journal Articles


  1. An analysis of the Rüschendorf transform - with a view towards Sklar’s Theorem
    Dependence Modeling, 2015, 3, (1), 13 Downloads


  1. Notes and Comments: The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process
    Decisions in Economics and Finance, 2003, 26, (2), 153-166 Downloads View citations (4)
Page updated 2020-08-03