Details about Frank Oertel
Access statistics for papers by Frank Oertel.
Last updated 2015-12-08. Update your information in the RePEc Author Service.
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- Restructuring counterparty credit risk
Discussion Papers, Deutsche Bundesbank View citations (2)
Also in Papers, arXiv.org (2012) View citations (4)
- Geometry of polar wedges and super-replication prices in incomplete financial markets
- On utility-based super-replication prices of contingent claims with unbounded payoffs
Papers, arXiv.org View citations (1)
- An analysis of the Rüschendorf transform - with a view towards Sklar’s Theorem
Dependence Modeling, 2015, 3, (1), 13
- 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 (4)