Susanne Kruse

Karlsruhe University of Applied Sciences

Karlsruhe

Germany

SCHOLARLY PAPERS

3

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SSRN CITATIONS

2

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1

Scholarly Papers (3)

1.

On the Pricing of Inflation-Indexed Caps

Number of pages: 16 Posted: 30 Nov 2006 Last Revised: 23 Apr 2009
Susanne Kruse
Karlsruhe University of Applied Sciences
Downloads 841 (27,730)
Citation 1

Abstract:

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Inflation-indexed options, year-on-year inflation caps, Heston model, stochastic volatility, option pricing

2.

Gpd-Linked Bonds as a Financing Tool for Developing Countries and Emerging Markets

ZEW - Centre for European Economic Research Discussion Paper No. 04-064
Number of pages: 62 Posted: 15 Oct 2004 Last Revised: 15 Aug 2008
ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management, Karlsruhe University of Applied Sciences, ZEW – Leibniz Centre for European Economic Research and Allianz SE
Downloads 187 (161,416)
Citation 2

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GDP-linked bonds, bonds, development finance, public finance

3.

Pricing American Call Options Under the Assumption of Stochastic Dividends - An Application of the Korn-Rogers-Model

Number of pages: 22 Posted: 28 Feb 2008 Last Revised: 05 May 2009
Susanne Kruse and Marlene Müller
Karlsruhe University of Applied Sciences and Beuth University of Applied Sciences Berlin
Downloads 131 (217,941)
Citation 1

Abstract:

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Option pricing, American Options, dividends, dividend discount model, Black-Scholes model