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Frank Oertel

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This is information that was supplied by Frank Oertel in registering through RePEc. If you are Frank Oertel , 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: Frank
Middle Name:
Last Name: Oertel
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RePEc Short-ID: poe10

Email: [This author has chosen not to make the email address public]
Homepage: http://www.frank-oertel-math.de
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Affiliation

Works

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Working papers

  1. Claudio Albanese & Damiano Brigo & Frank Oertel, 2011. "Restructuring Counterparty Credit Risk," Papers 1112.1607, arXiv.org, revised May 2012.
  2. Frank Oertel & Mark P. Owen, 2006. "Geometry of polar wedges and super-replication prices in incomplete financial markets," Papers math/0609402, arXiv.org, revised Nov 2007.
  3. Frank Oertel & Mark Owen, 2006. "On utility-based super-replication prices of contingent claims with unbounded payoffs," Papers math/0609403, arXiv.org.

Articles

  1. Claudio Albanese & Damiano Brigo & Frank Oertel, 2013. "Restructuring Counterparty Credit Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 16(02), pages 1350010-1-1.
  2. Ralf Korn & Frank Oertel & Manfred Schäl, 2003. "Notes and Comments: The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process," Decisions in Economics and Finance, Springer, vol. 26(2), pages 153-166, November.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2011-12-13 2013-05-22. Author is listed
  2. NEP-FMK: Financial Markets (1) 2013-05-22. Author is listed
  3. NEP-RMG: Risk Management (1) 2013-05-22. Author is listed

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