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- Claudio Albanese & Damiano Brigo & Frank Oertel, 2011.
"Restructuring Counterparty Credit Risk,"
1112.1607, arXiv.org, revised May 2012.
- 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 1-29.
- Frank Oertel & Mark Owen, 2006. "On utility-based super-replication prices of contingent claims with unbounded payoffs," Papers math/0609403, arXiv.org.
- 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.
- 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.
- 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.
RePEc:wsi:ijtafx:v:16:y:2013:i:02:p:1350010-1-1350010-29 is not listed on IDEAS
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