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| Publications 2003 |
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Brunner, B./Hafner, R. (2003), Arbitrage-Free Estimation of the Risk-Neutral Density
from the Implied Volatility Smile, Journal of Computational Finance, Vol.7, No.1 (Fall 2003) |
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Hafner, R./Pütz, A./Werner, R. (2003), Index Tracking under Transaction Costs: Rebalancing Passive Portfolios, The Euromoney Global Portfolio Trading Handbook 2003/04, pp. 19-27 |
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Kehrbaum, J./Schmid, B./Zagst, R. (2003), Portfolio Optimization under Credit Risk, Journal of Computational Statistics, Vol.18, No.3, pp. 317-338 |
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