publications

Articles

Marcos Escobar

Publications

Publications:

2017

Escobar, M.; Mahlstedt, M.; Panz, S.; Zagst, R. (2017)

Vulnerable Exotic Derivatives

In: The Journal of Derivatives, Vol. 24, No. 3, pp. 84-102

Category: Publications in scientific journals [Find it]

Abstract

Reference No.: 2017-103

2016

Escobar, M.; Panz, S. (2016)

A Note on the Impact of Parameter Uncertainty on Barrier Derivatives

In: Risks, Vol. 4, No. 4, 35

Category: Publications in scientific journals [Find it]

Abstract

Reference No.: 2016-88