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Dimitri Neumann

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

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

Works

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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.
  2. Jiri Hoogland & Dimitri Neumann, 2001. "Tradable Schemes," Finance 0105003, EconWPA.
  3. Jiri Hoogland & Dimitri Neumann, 2001. "Asians and cash dividends: Exploiting symmetries in pricing theory," Finance 0105002, EconWPA.
  4. Jiri Hoogland & Dimitri Neumann, 1999. "Scale invariance and contingent claim pricing II: Path-dependent contingent claims," Finance 9907003, EconWPA.
  5. Jiri Hoogland & Dimitri Neumann, 1999. "Scale invariance and contingent claim pricing," Finance 9907002, EconWPA.

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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