Rational Multi-Curve Models with Counterparty-Risk Valuation Adjustments

Dynamics of quasi-stationary systems: Finance as an example

Developing Knowledge States: Technology and the Enhancement of National Statistical Capacity

Optimal Liquidity Provision∗

ESTIMATION OF SEVERAL POLITICAL ACTION EFFECTS OF ENERGY PRICES

Model risk on credit risk

A Framework for Modeling Bounded Rationality: Mis-specified Bayesian-Markov Decision Processes

Procedure for Pricing Bermudans and Callable Swaps

Comparing systemic risk in European government bonds and national indices

Well-Posedness and Comparison Principle for Option Pricing with Switching Liquidity

An Ordinal Pattern Approach to Detect and to Model Leverage Effects and Dependence Structures Between Financial Time Series

International R&D Spillovers and other Unobserved Common Spillovers and Shocks*

Evaluating and Hedging Exotic Swap Instruments via LGM

Benter

FEYNMAN-KAC FORMULA FOR LEVY PROCESSES ´ WITH DISCONTINUOUS KILLING RATE

Random Dry Markets and Statistical Arbitrage Bounds for European Derivatives

Carry Rebalancing

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Pedersen2

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