G. Bernhart

发表

Default models based on scale mixtures of Marshall-Olkin copulas: properties and applications

Jan-Frederik Mai, Matthias Scherer, German Bernhart, 2013 .

Advances in financial engineering: Bondesson densities, the construction of MSMVE distributions, and the modeling of discrete cash dividends

G. Bernhart, 2015 .

On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions

M. Scherer, Jan-Frederik Mai, G. Bernhart, 2015 .

Consistent Modeling of Discrete Cash Dividends

Jan-Frederik Mai, G. Bernhart, 2015, The Journal of Derivatives.

A survey of dynamic representations and generalizations of the Marshall–Olkin distribution

M. Scherer, Jan-Frederik Mai, S. Schenk, 2015 .

The Density of Distributions from the Bondesson Class

M. Scherer, Jan-Frederik Mai, G. Bernhart, 2015 .

Default models based on scale mixtures of Marshall-Olkin copulas: properties and applications

M. Scherer, Jan-Frederik Mai, G. Bernhart, 2012, Metrika (Heidelberg).

Asset Correlations in Turbulent Markets and the Impact of Different Regimes on Asset Management

Rudi Zagst, Michael Neugebauer, Michael Neumann, 2011, Asia Pac. J. Oper. Res..

Asset Correlations in Turbulent Markets and their Implications on Asset Management

Stephan Höcht, G. Bernhart, M. Neumann, 2009 .

A Note on the Numerical Evaluation of the Hartman–Watson Density and Distribution Function

Jan-Frederik Mai, G. Bernhart, 2015 .

On the impact of a scrip dividend on an equity forward

Jan-Frederik Mai, G. Bernhart, 2016 .

CDO TRANCHE PRICING BASED ON THE STABLE LAW

G. Bernhart, 2014 .