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Gregor Heyne · Study

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Gregor Heyne

3 works· latest 2014· 1 institutionscluster: provisional

h-index3

i103

Citations58

Works here3

10

12

14

Most cited in this library

Minimal supersolutions of BSDEs with lower semicontinuous generators2014 · 22 citations
Cross hedging with stochastic correlation2010 · 21 citations
Futures Cross-Hedging with a Stationary Basis2012 · 15 citations

Works

3 shown

Minimal supersolutions of BSDEs with lower semicontinuous generators

Annales de l Institut Henri Poincaré Probabilités et Statistiques·2014·3 authors

22citations

Futures Cross-Hedging with a Stationary Basis

Journal of Financial and Quantitative Analysis·2012·4 authors·Open access

15citations

Cross hedging with stochastic correlation

Finance and Stochastics·2010·2 authors

21citations