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Buehler, Hans's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
4,001 |
Total
Citations
24 |
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1.
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Buehler, Hans
JP Morgan Chase, London
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09 Apr 08
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Last Revised:
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13 Nov 10
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977
(9,598)
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4
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Variance Swaps, Consistent Variance Curve, Hedging, Complete Market, Gamma Swaps, Fitted Heston
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2.
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Buehler, Hans
JP Morgan Chase, London
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07 Jun 08
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Last Revised:
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16 Nov 10
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777
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Cash Dividends, Dividends, Volatility, Implied Volatility, Variance Swaps, PDE, Credit Risk, Hazard Rate, Black Scholes, Affine Dividends
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3.
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Overhaus, Marcus
Deutsche Bank AG Bermudez, Ana
Deutsche Bank AG Buehler, Hans
JP Morgan Chase, London Ferraris, Andrew
Deutsche Bank AG Jordinson, Christopher
Deutsche Bank AG Lamnouar, Aziz
Deutsche Bank AG Puthu, Anwar
Deutsche Bank AG
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687
(16,421)
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Finance theory, Black-Scholes, Hedging, Variance Swaps
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4.
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Buehler, Hans
JP Morgan Chase, London Dhouibi, Anissa Stephanie
JP Morgan Chase Sluys, Dimitri
JPMorgan Chase
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12 Nov 10
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Last Revised:
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06 May 12
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571
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Options on Dividends, Stochastic Dividends, Dividend Yield, Dividend-Linked Derivatives
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5.
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Buehler, Hans
JP Morgan Chase, London
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10 Apr 05
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Last Revised:
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17 Feb 09
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530
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12
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Variance Swaps, Stochastic Volatility, HJM, Term Structure Models, Markov, Heston, Mean-Reversion, Fitted Heston
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6.
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Expensive Martingales
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Versions (2)
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Buehler, Hans
JP Morgan Chase, London
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Posted:
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10 Apr 05
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Last Revised:
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04 Jan 09
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229
(64,986)
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Buehler, Hans
JP Morgan Chase, London
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138
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4
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Marginals, Martingale, Transition Probability, Balayage, Linear Programming, Discrete Pricing, Measures, Forward Started Options, European Options
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Buehler, Hans
JP Morgan Chase, London
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91
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4
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Marginals, Martingale, Transition Probability, Balayage, Linear Programming, Discrete Pricing, Measures, Forward Started Options, European Options
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7.
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Buehler, Hans
JP Morgan Chase, London
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31 Aug 09
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Last Revised:
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06 Oct 09
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141
(103,176)
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Complete Market, Diffusion, Predictable Representation Property, Extremal Martingale, Second Fundamental Theorem of Asset Pricing, Replication, Delta-Hedging
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8.
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Buehler, Hans
JP Morgan Chase, London
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01 Jun 06
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Last Revised:
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05 Jan 09
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89
(146,053)
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Brownian Filtrations, Independent Increments, Equivalent Information
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Records 1 -
8
of 8 matches
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