Browsing All of EconStor by Author Jaschke, Stefan R.
Showing results 1 to 6 of 6
Year of Publication | Title | Author(s) |
1997 | A note on stochastic volatility, GARCH models, and hyperbolic distributions | Jaschke, Stefan R. |
1998 | Higher order forward rate agreements and the smoothness of the term structure | Jaschke, Stefan R. |
1998 | Tax clientele effects in the German bond market | Stehle, Richard; Jaschke, Stefan R.; Wernicke, S. |
1999 | Coherent risk measures, valuation bounds, and (my,p)-portfolio optimization | Jaschke, Stefan R.; Küchler, Uwe |
2001 | Quantile-VaR is the wrong measure to quantify market risk for regulatory purposes | Jaschke, Stefan R. |
2001 | The Cornish-Fisher-Expansion in the context of Delta - Gamma - Normal approximations | Jaschke, Stefan R. |