Details about Christian Johannes Zimmer

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Short-id: pzi21

Journal Articles

2007

1. A General Approach for Pricing Rollover Options
   Brazilian Review of Econometrics, 2007, 27, (2)

2005

2. Non-Linear Transaction Costs Inclusion in Mean-Variance Optimization
   Brazilian Review of Finance, 2005, 3, (2), 195-221

2004

3. Determining an Efficient Frontier in a Stochastic Moment Setting
   Brazilian Review of Finance, 2004, 2, (1), 91-116 View citations (1)

2003

4. The Use of Martingale Theory for the Superreplication of Exotic Options in Incomplete Markets
   Brazilian Review of Econometrics, 2003, 23, (2)