Stephan Denkl

Identifiers

• name variant Stephan Denkl 0.60 · backfill

Papers (2)

1. Hedging in L\'evy Models and the Time Step Equivalent of Jumps q-fin.CP · 2013 · author #2
2. On the Performance of Delta Hedging Strategies in Exponential L\'evy Models q-fin.CP · 2009 · author #1

Mentions

• 1309.7833 #2 · backfill · confidence 0.70 Stephan Denkl
• 0911.4859 #1 · backfill · confidence 0.70 Stephan Denkl

Frequent Coauthors

• Jan Kallsen 2 shared papers
• Ale\v{s} \v{C}ern\'y 1 shared papers
• Arnd Pauwels 1 shared papers
• Johannes Muhle-Karbe 1 shared papers
• Martina Goy 1 shared papers