Jörg Kampen

SCIENTIFIC RESULTS and PUBLICATIONS

(published)

J. Kampen: On Fixed Points of Maps and Iterated Maps and Applications, Nonl. Anal. (TMA) 42 (2000) 509-532

J. Kampen: On Fixed Points and chaotic limit sets, Progress in Analysis, Proceedings of the 3rd International ISAAC Congress, Volume I, 555-562

J. Kampen: On American derivatives and related obstacle problems, International Journal of Theoretical and Applied Finance, Vol 6, No. 6 565-591 (2003)

J. Kampen, M. Avellaneda: On Parabolic Equations with Gauge Function Term and Applications to the Generalised Leland Equation, Applied Mathematical Finance, 10, 1-14

Chr. Fries, Joerg Kampen: Proxy Simulation Schemes Using Likelihood Ratio Weighted Monte Carlo for Generic Robust Monte-Carlo Sensitivities and High Accuracy Drift Approximation (with Applications to the LIBOR Market Model) (preprint SSRN), to appaear in J. Comp. Finance

J. Kampen: The value of the American Call with dividends increases with the basket volatility, p. 260-272. (ISNM) Vol. 154. Birkaeuser, 2006. (ISBN 3-7643-7718-6)

J. Kampen: Determination of the homotopy classes of maps on the torus with infinitely many periodic points, (to appear in Topology)

J. Kampen, N. Surulescu: On asymptotic pricing of securities in a multivariate extension of Scotts stochastic volatility model, (angenommen bei Applied Mathematical Finance)

(eingereicht)

J. Kampen, On the WKB-expansion of parabolic equations and Applications, (beiliegendes Buch, MAMS), (elektronisch publiziert SSRN)

J. Kampen: The parity of the number of fixed points of continuous maps on convex compact spaces is essentially odd.)

(weitere Vordrucke)

On Mean Stochastic Comparison and Optimal Strategies of Multivariate Options on Traded Accounts, (electronically published at SSRN)

The Value of an American Basket Call with Dividends Increases with the Basket Volatility, (electronically published at SSRN)

J. Kampen: On the Analysis of Complex Dynamical Behavior of Discrete Dynamical Systems and Applications to an Economic System, IWR-Preprint 20/1997

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