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Frank Oertel

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.

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First Name:Frank
Middle Name:
Last Name:Oertel
RePEc Short-ID:poe10
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  1. Claudio Albanese & Damiano Brigo & Frank Oertel, 2011. "Restructuring Counterparty Credit Risk," Papers 1112.1607,, revised May 2012.
  2. Frank Oertel & Mark Owen, 2006. "On utility-based super-replication prices of contingent claims with unbounded payoffs," Papers math/0609403,
  3. Frank Oertel & Mark P. Owen, 2006. "Geometry of polar wedges and super-replication prices in incomplete financial markets," Papers math/0609402,, revised Nov 2007.
  1. Oertel Frank, 2015. "An analysis of the Rüschendorf transform - with a view towards Sklar’s Theorem," Dependence Modeling, De Gruyter Open, vol. 3(1), pages 1-13, September.
  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;Associazione per la Matematica, vol. 26(2), pages 153-166, November.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (2) 2011-12-13 2013-05-22
  2. NEP-FMK: Financial Markets (1) 2013-05-22
  3. NEP-RMG: Risk Management (1) 2013-05-22

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