SUSANNEKLOEPPEL.DE
Susanne KlöppelS Klöppel, R. Reda, W. Schachermayer (2009). A rotationally invariant technique for rare event simulation" (ps). Risk Magazine, Vol. 22, No. 10. S Klöppel and M. Schweizer (2008). Dynamic Utility-Based Good Deal Bounds" (pdf). Statistics and Decisions 25. M Jeanblanc, S. Klöppel and Y.Miyahara (2007). Minimal f q-Martingale Measures for Exponential Lévy Processes" (pdf). Annals of Applied Probability 17. Dynamic Valuations in Incomplete Markets" (ps). Diss ETH No. 16666. Last update: 9.12.2009.
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