Leisen, Dietmar
Incentive contracting for venture capital fund managersAIP 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 PricingOttawa. 2007
Leisen, Dietmar
Mixed Lognormal Distributions for Derivatives PricingActa Press (Hrsg). Proceedings of the Modelling, Simulation and Optimization Conference. Calgary. 2005 S. 471 - 558
Schulmerich, Marco; Trautmann, Siegfried
Local Expected Shortfall-Hedging in Discrete TimeEuropean finance review. the official journal of the European Finance Association. Bd. 7. H. 1. Dordrecht [u.a.]: Kluwer Acad. Publ. 2003 S. 75 - 102
Leisen, Dietmar
Stochastic Volatility Price Dynamics are Inconsistent with Equilibrium Option TradeMontreal. 2002
Leisen, Dietmar
Building a consistent pricing model from observed option pricesAvellaneda, 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 ClaimsMontreal. 2000
Leisen, Dietmar
A partial equilibrium model of option marketsStanford. 2000 25 S.
Leisen, Dietmar
Stock Evolution Under Stochastic Volatility: A Discrete ApproachJournal of Derivatives. Bd. 8. H. 2. 2000 S. 9 - 27
Trautmann, Siegfried; Beinert, Michaela
Impact of stock price jumps on option valuesEmpirical research on the German capital market. - Heidelberg [u.a.] : Physica-Verl., ISBN 3-7908-1193-9. 1999 S. 303 - 322