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Publications by Gerer, Johannes

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Jump to: 2019 | 2018 | 2016 | 2008
Number of items: 6.

2019

Dorfleitner, Gregor and Gerer, Johannes (2019) Time consistent pricing of options with embedded decisions. Review of Derivatives Research. (In Press) Fulltext not available.

2018

Gerer, Johannes and Dorfleitner, Gregor (2018) Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions. Review of Derivatives Research 21, pp. 175-199. Fulltext not available.

Dorfleitner, Gregor, Gerer, Johannes and Gerl, Anna (2018) The Pricing Efficiency of Exchange-Traded Commodities. Review of Managerial Science 12, pp. 255-284. Fulltext not available.

2016

Gerer, Johannes (2016) Essays on Derivatives Pricing in Incomplete Markets. PhD, Universität Regensburg.

Gerer, Johannes and Dorfleitner, Gregor (2016) A note on utility indifference pricing. International Journal of Theoretical & Applied Finance 19 (6), 1650037/1-1650037/17. Fulltext not available.

2008

Ferstl, Eva-Maria, Gerer, Johannes, Priberny, Christopher and Seitz, Manuel (2008) Wie können Privatanleger durch den Einsatz von Hedge-Fonds profitieren? In: Franke, Günter and Klein, Wolfgang, (eds.) Hedge-Fonds - Chancen und Risiken. Frankfurter-Allgemeine-Buch. FAZ-Institut für Management, Markt- und Medieninformationen, Frankfurt am Main, pp. 143-234. ISBN 978-3-89981-182-7. Fulltext not available.

This list was generated on Sat Sep 21 15:16:39 2019 CEST.
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