Leisen, Dietmar
A perturbation approach to continuous-time portfolio selection under stochastic investment opportunitiesMainz. 2013 36 S.
Leisen, Dietmar; Renault, Eric; Chabi-Yo, Fousseni
Aggregation of Preferences for Skewed Asset ReturnsOhio. 2013 23 S.
Leisen, Dietmar
Heterogeneity in Risk Preferences leads to Stochastic VolatilityMainz. 2013
Leisen, Dietmar
Does bonus deferral reduce risk taking?Mainz. 2012 28 S.
Leisen, Dietmar
Dynamic risk taking with bonus schemesMainz. 2012 35 S.
Leisen, Dietmar; Kreis, Yvonne
Loss Distributions in a Factor Approach to Systemic RiskMainz. 2012
Leisen, Dietmar
Staged venture capital contracting with ratchets and liquidation rightsReview 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 financingsCumming, 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 interestJournal 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 financingsMainz. 2009 18 S.
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
Leisen, Dietmar
The random-time binomial modelJournal 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 RiskReview of Finance (formerly European Finance Review). Bd. 3. 1999 S. 319 - 342
Korn, Ralf; Trautmann, Siegfried
Optimal control of option portfolios and applicationsMainz: Johannes-Gutenberg-Univ. 1998 23 S. (Berichte zur Stochastik und verwandten Gebieten ; 98,1)
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
Reichling, P.; Trautmann, S.
Performancemessung bei reduzierten BenchmarkanforderungenDas Wirtschaftsstudium. Bd. Das Wirtschaftsstudium. 1997 S. 141-148
Grünewald, Barbara; Trautmann, Siegfried
Varianzminimierende Hedgingstrategien für Optionen bei möglichen KurssprüngenBewertung und Einsatz von Finanzderivaten. - Düsseldorf [u.a.] : Verl.-Gruppe Handelsblatt, ISBN 3-7754-0137-7. 1997 S. 43 - 87
Leisen, Dietmar; Reimer, Michael
Binomial Models for Option Valuation - Examining and Improving Convergence,Applied Mathematical Finance. Bd. 3. 1996 S. 319 - 346
Reichling, P.; Trautmann, S.
Traditionelle PerformancemaßeDas Wirtschaftsstudium. Bd. Das Wirtschaftsstudium. 1996 S. 1010-1017
Korn, Ralf; Trautmann, Siegfried
Continuous-Time Portfolio Optimization Under Terminal Wealth ConstraintsZeitschrift für Operations-Research. ZOR ; mathematical methods of operations research. Bd. 42. H. 1. Heidelberg: Physica-Verl. 1995 S. 69 - 92
Trautmann, S.; Gerke, W.; Steiner, M.
OptionsbewertungsmodelleGerke, W.; Steiner, M. (Hrsg). Handwörterbuch des Finanz- und Bankwesens. Pöschel-Schäffer-Verlag 1995 S. 1475-1488
Reichling, P.; Trautmann, S.
Hedging-EffizienzDas Wirtschaftsstudium. Bd. Das Wirtschaftsstudium. 1994 S. 54-60
Schulz, G.U.; Trautmann, S.
Robustness of option-like warrant valuationJournal of banking & finance. Bd. 18. H. 5. Amsterdam: Elsevier North-Holland 1994 S. 841 - 860
Trautmann, S.
Commentary to: Basis Convergence and Rate Volatility in Sterling LIBOR FuturesThe Review of Futures Markets. Bd. The Review of Futures Markets. 1990 S. 480-482
Trautmann, S.
Aktienoptionspreise an der Frankfurter Wertpapierbörse im Lichte der OptionsbewertungstheorieFinanzmarkt und Portfoliomanagement. Bd. Finanzmarkt und Portfoliomanagement. 1989 S. 210-225
Trautmann, S.
Commentary to: A Futures Contract on an Index of Existing Bonds: A Reasonable Alternative?The Review of Futures Markets. Bd. The Review of Futures Markets. 1988 S. 480-482
Trautmann, S.; Gaul, W.; Schader, M.
OPTRAD: A Decision Support System for Portfolio Management in Stock Options MarketsGaul, W.; Schader, M. (Hrsg). Data, Expert Knowledge and Decisions. Berlin: Springer Verlag 1988
Trautmann, Siegfried
Die Bewertung von Aktienoptionen am deutschen Kapitalmarkt : e. empir. Überprüfung d. InformationseffizienzhypotheseKapitalmarkt und Finanzierung. - Berlin : Duncker & Humblot, ISBN 3-428-06247-7. 1987 S. 311 - 327
Geske, R.; Trautmann, S.; Bamberg, G. et al.
Option Valuation: Theory and Empirical EvidenceBamberg, G.; Spremann, K. (Hrsg). Capital Market Equilibria. Berlin: Springer Verlag 1986
Trautmann, Siegfried
Koordination dynamischer PlanungssystemeWiesbaden: Gabler 1981 164 S. (Beiträge zur betriebswirtschaftlichen Forschung ; 53)
Egle, Kuno; Trautmann, Siegfried
On preference-dependent pricing of contingent claimsGeld, Banken und Versicherungen. Beiträge zum .. Symposium Geld, Banken und Versicherungen. Bd. 1. Karlsruhe: Verl. Versicherungswirtschaft 1981 S. 400 - 416
Beinert, Michaela; Trautmann, Siegfried
Jump-diffusion models of German stock returns : a statistical investigationStatistical methods in finance and capital market theory.