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Frank Oertel

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First Name:Frank
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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 P. Owen, 2006. "Geometry of polar wedges and super-replication prices in incomplete financial markets," Papers math/0609402,, revised Nov 2007.
  3. Frank Oertel & Mark Owen, 2006. "On utility-based super-replication prices of contingent claims with unbounded payoffs," Papers math/0609403,
  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.
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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