Journal Publications

ZORA Publication List

Publications

• 2004

  • Leippold, M., & Wiener, Z. (2004). Efficient Trinomial Trees for Short Rate Models Review of Derivatives Research, 7, 213–239.

• 2003

  • Leippold, M., & Wu, L. (2003). Design and Estimation of Quadratic Term Structure Models European Finance Review, 7, 47–73. https://doi.org/10.1023/A:1022502724886

• 2002

  • Leippold, M., & Vanini, P. (2002). Half as many cheers - the multiplier reviewed Wilmott Magazine, 2, 104–107.
  • Leippold, M., & Wu, L. (2002). Asset Pricing under the Quadratic Class Journal of Financial and Quantitative Analysis, 37, 271–295. https://doi.org/10.2307/3595006

• 1999

  • Leippold, M., & Jovic, D. (1999). Das Standardverfahren zur Eigenmittelunterlegung: Analyse der Wahlmöglichkeiten Finanzmarkt und Portfolio Management, 13, 260–290. https://fmpm.ch/fmpm/article-archive-1986-2000/#15-68-wpfd-volume-13-issue-3-1999

• 1997

  • Leippold, M. (1997). Numerische Methoden in der Optionspreistheorie: Monte Carlo und Quasi-Monte Carlo Methoden Finanzmarkt und Portfolio Management, 11, 179–196. https://fmpm.ch/fmpm/article-archive-1986-2000/#13-59-wpfd-volume-11-issue-2-1997

Pagination