| Jahr Year | Titel/Autor:in Title/Author | Publikationstyp Publication Type |
|---|---|---|
| 2022 | Combining multi-asset and intrinsic risk measures Laudagé, Christian; Sass, J.; Wenzel, Jörg |
Zeitschriftenaufsatz Journal Article |
| 2022 | Multicriteria asset allocation in practice Dächert, K.; Grindel, R.; Leoff, E.; Mahnkopp, J.; Schirra, F.; Wenzel, J. |
Zeitschriftenaufsatz Journal Article |
| 2021 | On the Valuation of Discrete Asian Options in High Volatility Environments Desmettre, Sascha; Wenzel, Jörg |
Zeitschriftenaufsatz Journal Article |
| 2019 | Klassikprodukte Diez, Franziska; Korn, Ralf; Wenzel, Jörg |
Aufsatz in Buch Book Article |
| 2019 | Severity modeling of extreme insurance claims for tariffication Laudagé, Christian; Wenzel, Jörg; Desmettre, Sascha |
Zeitschriftenaufsatz Journal Article |
| 2017 | Applications of the central limit theorem for pricing Cliquet-style options Korn, R.; Temocin, B.Z.; Wenzel, J. |
Zeitschriftenaufsatz Journal Article |
| 2015 | From model to application: Calibration to market data Sayer, Tilman; Wenzel, Jörg |
Aufsatz in Buch Book Article |
| 2011 | A Two-Factor HJM Interest Rate Model for Use in Asset Liability Management Acar, S.K.; Korn, R.; Natcheva-Acar, K.; Wenzel, J. |
Aufsatz in Buch Book Article |
| 2006 | A unified approach to credit default swaption and constant maturity credit default swap valuation Krekel, M.; Wenzel, J. |
Bericht Report |