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Siegfried Trautmann · Study

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Siegfried Trautmann

4 works· latest 2003· 1 institutionscluster: provisional

h-index4

i104

Citations159

Works here4

94

95

99

03

Most cited in this library

Robustness of option-like warrant valuation1994 · 64 citations
Continuous-time portfolio optimization under terminal wealth constraints1995 · 52 citations
Local Expected Shortfall-Hedging in Discrete Time2003 · 25 citations
Optimal control of option portfolios and applications1999 · 18 citations

Works

4 shown

Local Expected Shortfall-Hedging in Discrete Time

European Finance Review·2003·2 authors

25citations

Optimal control of option portfolios and applications

OR Spectrum·1999·2 authors·Open access

18citations

Continuous-time portfolio optimization under terminal wealth constraints

Mathematical Methods of Operations Research·1995·2 authors

52citations

Robustness of option-like warrant valuation

Journal of Banking & Finance·1994·2 authors

64citations