×

zbMATH — the first resource for mathematics

Oertel, Frank

Compute Distance To:
Author ID: oertel.frank Recent zbMATH articles by "Oertel, Frank"
Published as: Oertel, Frank; Oertel, F.
Homepage: http://www.frank-oertel-math.de/
External Links: MGP
Documents Indexed: 12 Publications since 1991, including 1 Book
Reviewing Activity: 15 Reviews

Publications by Year

Citations contained in zbMATH Open

6 Publications have been cited 20 times in 20 Documents Cited by Year
The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process. Zbl 1137.91455
Korn, Ralf; Oertel, Frank; Schäl, Manfred
7
2003
Restructuring counterparty credit risk. Zbl 1266.91113
Albanese, Claudio; Brigo, Damiano; Oertel, Frank
5
2013
On utility-based superreplication prices of contingent claims with unbounded payoffs. Zbl 1210.91135
Oertel, Frank; Owen, Mark
3
2007
Operator ideals and the principle of local reflexivity. Zbl 0803.47038
Oertel, Frank
2
1992
Compositions of operator ideals and their regular hulls. Zbl 0865.47032
Oertel, F.
2
1995
Local properties of accessible injective operator ideals. Zbl 0926.46054
Oertel, Frank
1
1998
Restructuring counterparty credit risk. Zbl 1266.91113
Albanese, Claudio; Brigo, Damiano; Oertel, Frank
5
2013
On utility-based superreplication prices of contingent claims with unbounded payoffs. Zbl 1210.91135
Oertel, Frank; Owen, Mark
3
2007
The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process. Zbl 1137.91455
Korn, Ralf; Oertel, Frank; Schäl, Manfred
7
2003
Local properties of accessible injective operator ideals. Zbl 0926.46054
Oertel, Frank
1
1998
Compositions of operator ideals and their regular hulls. Zbl 0865.47032
Oertel, F.
2
1995
Operator ideals and the principle of local reflexivity. Zbl 0803.47038
Oertel, Frank
2
1992

Citations by Year