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Details about Frank Oertel

Homepage:http://www.frank-oertel-math.de

Access statistics for papers by Frank Oertel.

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

Short-id: poe10


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Working Papers

2013

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

2007

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

2006

  1. On utility-based super-replication prices of contingent claims with unbounded payoffs
    Papers, arXiv.org Downloads 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 Downloads

2003

  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)
 
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