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Publications by Detering, Nils

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Number of items: 3.

Journal article

Detering, Nils; Meyer-Brandis, Thilo; Panagiotou, Konstantinos; Ritter, Daniel (2020): An integrated model for fire sales and default contagion. In: Mathematics and Financial Economics [PDF, 1MB]

Christodoulou, Panagiotis; Detering, Nils; Meyer-Brandis, Tiiilo (2018): Local Risk-Minimization With Multiple Assets Under Illiquidity With Applications In Energy Markets. In: International Journal of Theoretical and Applied Finance, Vol. 21, No. 4, 1850028

Detering, Nils; Packham, Natalie (2016): Model risk of contingent claims. In: Quantitative Finance, Vol. 16, No. 9: pp. 1357-1374

This list was generated on Thu Jan 28 03:27:18 2021 CET.