Munich Personal RePEc Archive

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Number of items: 2.

30 October 2004

Müller, Ulrich A and Bürgi, Roland and Dacorogna, Michel M (2004): Bootstrapping the economy -- a non-parametric method of generating consistent future scenarios.

24 August 2005

Egli, Daniel and Blum, Peter and Dacorogna, Michel M and Müller, Ulrich A (2005): Is the gamma risk of options insurable?

This list was generated on Sun Nov 17 05:43:23 2019 CET.
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