Dietmar Leisen

Dietmar Leisen

Helmholtz Institut Mainz - Mainz / Germany
Economics & Econometrics / Banking and Insurance
AD Scientific Index ID: 1760565
Helmholtz Institute Mainz
person_outline Dietmar Leisen's MOST POPULAR ARTICLES
1-) Binomial models for option valuation-examining and improving convergenceDPJ Leisen, M ReimerApplied Mathematical Finance 3 (4), 319-346, 19962471996
2-) Pricing the American put option: A detailed convergence analysis for binomial modelsDPJ LeisenJournal of Economic Dynamics and Control 22 (8-9), 1419-1444, 19981091998
3-) Aggregation of Preferences for Skewed Asset ReturnsF Chabi-Yo, DPJ Leisen, E RenaultJournal of Economic Theory 154, 453-489, 201450*2014
4-) Systemic risk in a structural model of bank default linkagesY Kreis, D Leisento appear: Journal of Financial Stability, 2018402018
5-) Stock evolution under stochastic volatility: A discrete approachDPJ LeisenRheinische Friedrich-Wilhelms-Universität Bonn, 1999391999