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Rare event risk and heterogeneous beliefs : the case of incomplete markets
Dieckmann, Stephan - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 2, pp. 459-488
Persistent link: https://www.econbiz.de/10009153200
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A consumption-based evaluation of the cat bond market
Dieckmann, Stephan - In: Advances in Pacific Basin business, economics, and finance 7 (2019), pp. 1-26
Persistent link: https://www.econbiz.de/10012582238
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Rare event risk and emerging market debt with heterogeneous beliefs
Dieckmann, Stephan; Gallmeyer, Michael F. - In: Journal of international money and finance 33 (2013), pp. 163-187
Persistent link: https://www.econbiz.de/10009730739