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Monopoly power in the oil market and the macroeconomy
Branger, Nicole; Flacke, René Marian; Gräber, Nikolai - In: Energy economics 85 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012509608
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Pricing derivative securities using cross-entropy : an economic analysis
Branger, Nicole - In: International journal of theoretical and applied finance 7 (2004) 1, pp. 63-81
Persistent link: https://www.econbiz.de/10001946395
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Attainability of European path-independent claims in incomplete markets
Branger, Nicole; Esser, Angelika; Schlag, Christian - In: Finance research letters 1 (2004) 3, pp. 190-195
Persistent link: https://www.econbiz.de/10003307291
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Optimal derivative strategies with discrete rebalancing
Branger, Nicole; Breuer, Beate; Schlag, Christian - In: The journal of derivatives : the official publication … 16 (2008/09) 2, pp. 67-84
Persistent link: https://www.econbiz.de/10003795464
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Can tests based on option hedging errors correctly identify volatility risk premia?
Branger, Nicole; Schlag, Christian - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 4, pp. 1055-1090
Persistent link: https://www.econbiz.de/10003811376
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Discrete-time implementation of continuous-time portfolio strategies
Branger, Nicole; Breuer, Beate; Schlag, Christian - In: The European journal of finance 16 (2010) 1/2, pp. 137-152
Persistent link: https://www.econbiz.de/10003954449
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Option betas : risk measures for options
Branger, Nicole; Schlag, Christian - In: International journal of theoretical and applied finance 10 (2007) 7, pp. 1137-1157
Persistent link: https://www.econbiz.de/10003632060
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On the optimal design of insurance contracts with guarantees
Branger, Nicole; Mahayni, Antje; Schneider, Judith … - In: Insurance / Mathematics & economics 46 (2010) 3, pp. 485-492
Persistent link: https://www.econbiz.de/10003981145
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Pricing two heterogeneous trees
Branger, Nicole; Schlag, Christian; Wu, Lue - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 5, pp. 1437-1462
Persistent link: https://www.econbiz.de/10009424111
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Robust portfolio choice with ambiguity and learning about return predictability
Branger, Nicole; Larsen, Linda Sandris; Munk, Claus - In: Journal of banking & finance 37 (2013) 5, pp. 1397-1411
Persistent link: https://www.econbiz.de/10009729098