Müller, Ulrich A; Bürgi, Roland and Dacorogna, Michel M (2004): Bootstrapping the economy -- a non-parametric method of generating consistent future scenarios. Unpublished.
Egli, Daniel; Blum, Peter; Dacorogna, Michel M and Müller, Ulrich A (2005): Is the gamma risk of options insurable? Unpublished.
Bürgi, Roland; Dacorogna, Michel M and Iles, Roger (2008): Risk aggregation, dependence structure and diversification benefit. Forthcoming in:
