Concepedia

Kai Detlefsen

KD

3

Publications

432

Citations

3

H-Index

2005

Active since

Affiliations

Humboldt-Universität zu Berlin(Current)

Kai Detlefsen is an author at Humboldt-Universität zu Berlin specializing in statistics, risk management, and stochastic optimization.

Top concepts

Publications per year

2005–2007

3

Publications

3

Conditional and dynamic convex risk measures

Kai Detlefsen, Giacomo Scandolo · Finance and Stochastics · 2005 · 365 citations

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Calibration Risk for Exotic Options

Kai Detlefsen, Wolfgang Karl Härdle · The Journal of Derivatives · 2007 · 47 citations · Full text

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Empirical Pricing Kernels and Investor Preferences

Kai Detlefsen, Wolfgang Karl Härdle, Rouslan Moro · edoc Publication server (Humboldt University of Berlin) · 2007 · 20 citations · Full text

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