Bankbetriebslehre, Prof. Dr. Dietmar Leisen  (Johannes Gutenberg-Universität Mainz) - Publikationen

Leisen, Dietmar
A perturbation approach to continuous-time portfolio selection under stochastic investment opportunities
Mainz. 2013 36 S.

Leisen, Dietmar; Renault, Eric; Chabi-Yo, Fousseni
Aggregation of Preferences for Skewed Asset Returns
Ohio. 2013 23 S.

Leisen, Dietmar
Heterogeneity in Risk Preferences leads to Stochastic Volatility
Mainz. 2013

Leisen, Dietmar
Does bonus deferral reduce risk taking?
Mainz. 2012 28 S.

Leisen, Dietmar
Dynamic risk taking with bonus schemes
Mainz. 2012 35 S.

Leisen, Dietmar; Kreis, Yvonne
Loss Distributions in a Factor Approach to Systemic Risk
Mainz. 2012

Leisen, Dietmar
Staged venture capital contracting with ratchets and liquidation rights
Review of financial economics. Bd. 21. H. 1. Amsterdam [u.a.]: Elsevier 2012 S. 21 - 30

Leisen, Dietmar
Valuing common and preferred shares in venture capital financings
Cumming, Douglas J. (Hrsg). The Oxford Handbook on Venture Capital. New York: Oxford Univ. Press 2012 S. 423 - 448

Judd, Kenneth L.; Leisen, Dietmar
Equilibrium open interest
Journal of economic dynamics & control. Bd. 34. H. 12. Amsterdam [u.a.]: Elsevier 2010 S. 2578 - 2600

Leisen, Dietmar
Contract and asset values in venture capital financings
Mainz. 2009 18 S.

Leisen, Dietmar
Incentive contracting for venture capital fund managers
AIP conference proceedings / American Institute of Physics. Bd. 1168. 2009 S. 945 - 948

Leisen, Dietmar; Renault, Eric; Chabi-Yo, Fousseni
Implications of Asymmetry Risk for Portfolio Analysis and Asset Pricing
Ottawa. 2007

Leisen, Dietmar
Mixed Lognormal Distributions for Derivatives Pricing
Acta Press (Hrsg). Proceedings of the Modelling, Simulation and Optimization Conference. Calgary. 2005 S. 471 - 558

Leisen, Dietmar
Stochastic Volatility Price Dynamics are Inconsistent with Equilibrium Option Trade
Montreal. 2002

Leisen, Dietmar
Building a consistent pricing model from observed option prices
Avellaneda, Marco (Hrsg). Quantitative analysis in financial markets : collected papers of the New York University Mathematical Finance Seminar. Bd. 2. Singapore: World Scientific Publ. 2001 S. 216 - 238

Leisen, Dietmar; Reimer, Matthias
A Comment on the Rate of Convergence of Discrete-Time Contingent Claims
Montreal. 2000

Leisen, Dietmar
A partial equilibrium model of option markets
Stanford. 2000 25 S.

Leisen, Dietmar
Stock Evolution Under Stochastic Volatility: A Discrete Approach
Journal of Derivatives. Bd. 8. H. 2. 2000 S. 9 - 27

Leisen, Dietmar
The random-time binomial model
Journal of economic dynamics. Bd. 23. H. 9/10. Amsterdam [u.a.]: Elsevier 1999 S. 1355 - 1386

Leisen, Dietmar
Valuation of Barrier Options in a Black-Scholes Model With Jump Risk
Review of Finance. Bd. 3. 1999 S. 319 - 342

Leisen, Dietmar
Pricing the American Put Option: A Detailed Convergence Analysis for Binomial Models
Journal of Economic Dynamics and Control. Bd. 22. 1998 S. 1426 - 1444

Leisen, Dietmar; Reimer, Matthias
Binomial Models for Option Valuation - Examining and Improving Convergence
Applied Mathematical Finance. Bd. 3. H. 4. 1996 S. 319 - 346