Manuel Kleinknecht

University of Essex

Wivenhoe Park

Colchester, CO4 3SQ

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

508

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Option Valuation Under the Effect of Time Dilation

Number of pages: 5 Posted: 18 Jan 2016
Michael Bloss and Manuel Kleinknecht
Hochschule für Wirtschaft und Umwelt Nürtingen-Geislingen (HfWU) and University of Essex
Downloads 422 (102,834)

Abstract:

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Black Scholes, Einstein, Time Dilation

2.

Reducing Basel III Capital Requirements with Dynamic Conditional Correlation and Monte Carlo Simulation

Number of pages: 12 Posted: 18 Jan 2016
Manuel Kleinknecht and Wing Lon Ng
University of Essex and Bounded Rationality Advancement in Computational Intelligence Laboratory (BRACIL)
Downloads 86 (418,583)

Abstract:

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Basel III, DCC Simulations, PBIL