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Information about:
Dimitri Neumann

Personal Details | Affiliation | Works
This is information that was supplied by Dimitri Neumann in registering through RePEc. If you are Dimitri Neumann , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Dimitri
Middle Name:
Last Name: Neumann
Suffix:

RePEc Short-ID: pne12

Email:
Homepage: http://www.neumann.nl/~dimitri
Postal Address: Capital Tool Company Trompenburgstraat 6r 1079 TX Amsterdam The Netherlands
Phone: +31 20 6429 956

Affiliation

(in no particular order)

No affiliation has been provided

Works

| Working papers | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Jiri Hoogland & Dimitri Neumann & Michel Vellekoop, 2002. "Symmetries in Jump-Diffusion Models with Applications in Option Pricing and Credit Risk," Finance 0203001, EconWPA. [Downloadable!]

  2. Jiri Hoogland & Dimitri Neumann, 2001. "Tradable Schemes," Finance 0105003, EconWPA. [Downloadable!]

  3. Jiri Hoogland & Dimitri Neumann, 2001. "Asians and cash dividends: Exploiting symmetries in pricing theory," Finance 0105002, EconWPA. [Downloadable!]

  4. Jiri Hoogland & Dimitri Neumann, 1999. "Scale invariance and contingent claim pricing," Finance 9907002, EconWPA. [Downloadable!]

  5. Jiri Hoogland & Dimitri Neumann, 1999. "Scale invariance and contingent claim pricing II: Path-dependent contingent claims," Finance 9907003, EconWPA. [Downloadable!]

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FIN: Finance (1) 2002-06-13 Author is listed
  2. NEP-FMK: Financial Markets (1) 2002-06-13 Author is listed
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This page was last updated on 2009-12-1.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.