Discussion paper DP6074 Investigation of the Costly-Arbitrage Model of Price Formation Around the Ex-Dividend Day Kristian Rydqvist Qinglei Dai 14 Feb 2007 Financial Economics C78 D40 G10 H26
Discussion paper DP4960 Loss Functions in Option Valuation: A Framework for Model Selection Christian Wolff Dennis Bams Thorsten Lehnert 23 Mar 2005 Financial Economics G12
Discussion paper DP3403 An Evaluation Framework for Alternative VaR Models Christian Wolff Dennis Bams Thorsten Lehnert 20 Jun 2002 Financial Economics C22 C52 G10