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

Working Papers

2013

1. Restructuring counterparty credit risk
   Discussion Papers, Deutsche Bundesbank View citations (7)
   Also in Papers, arXiv.org (2012) View citations (4)

2007

2. Geometry of polar wedges and super-replication prices in incomplete financial markets
   Papers, arXiv.org

2006

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

Journal Articles

2015

1. An analysis of the Rüschendorf transform - with a view towards Sklar’s Theorem
   Dependence Modeling, 2015, 3, (1), 13 View citations (2)

2003

2. 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 View citations (6)