Browsing All of EconStor by Author Höcht, Stephan
Showing results 1 to 3 of 3
Year of Publication | Title | Author(s) |
2020 | Are green bonds different from ordinary bonds? A statistical and quantitative point of view | Ma, Cong; Schoutens, Wim; Beirlant, Jan; De Spiegeleer, Jan; Höcht, Stephan; Van Kleeck, Robert |
2021 | It takes two to Tango: Estimation of the zero-risk premium strike of a call option via joint physical and pricing density modeling | Höcht, Stephan; Madan, Dilip B.; Schoutens, Wim; Verschueren, Eva |
2022 | Explaining aggregated recovery rates | Höcht, Stephan; Wieczorek, Jakub; Zagst, Rudi |