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Hochschule Mainz
- Menn, Christian
- Treatment of Incomplete Data in the Field of Operational Risk: The Effects on Parameter Estimates, EL and UL Figures
- Davis, Ellen F. (Hrsg). The advanced measurement approach to operational risk. London: Risk Books 2006 S. 145 - 168
- Menn, Christian; Rachev, Svetlozar T.; Chernobai, Anna
- Empirical Examination of Operational Loss Distributions
- Morlock, Martin (Hrsg). Perspectives on operations research : essays in honor of Klaus Neumann. 1. Aufl. Wiesbaden: Dt. Univ.-Verl. 2006 S. 381 - 401 (Gabler Edition Wissenschaft)
- Menn, Christian
- Introduction to stochastic processes
- Fabozzi, Frank J. (Hrsg). Handbook of Finance Vol 1. New York, NY: Wiley 2008 S. 725 - 737
- Menn, Christian
- Black-Scholes option pricing model
- Fabozzi, Frank J. (Hrsg). Handbook of Finance Vol. 1. New York, NY: Wiley 2008 S. 459 - 466
- Menn, Christian
- Risk measures and portfolio selection
- Fabozzi, Frank J. (Hrsg). Handbook of Finance Vol. 3. New York, NY: Wiley 2008 S. 101 - 108
- Menn, Christian
- A GARCH option pricing model with α-stable innovations
- European Journal of Operational Research. Bd. 163. H. 1. 2005 S. 201 - 209
- Menn, Christian; Rachev, Svetlozar T.
- Calibrated FFT-based density approximations for α -stable distributions
- Computational Statistics and Data Analysis. Bd. 50. H. 8. New York, NY: Elsevier 2006 S. 1891 - 1904
- Menn, Christian
- A note on the estimation of the frequency and severity distribution of operational losses
- The Mathematical Scientist. Bd. 30. H. 2. 2005 S. 1 - 10
- Menn, Christian
- Spot and derivative pricing in the EEX power market
- Journal of Banking and Finance. Bd. 31. H. 11. Elsevier 2007 S. 3462 - 3485
- Menn, Christian
- Smoothly truncated stable distributions, GARCH-models, and option pricing
- Mathematical Methods of Operations Research. Bd. 69. H. 3. 2009 S. 411 - 438