main page
 
    published articles
 
    option pricing software 
 
    biography
 
    PhD thesis
 
    chess site
 
dimitri.neumann@capitool.com
  working papers
Working papers
 
  Mathematical Finance:
 

C.D.D.Neumann,
On the structure of Gaussian pricing models
and Gaussian Markov functional models

    go to PDF file get PDF file go to PS file get PS file  go to abstract read abstract
  J.K.Hoogland and C.D.D.Neumann,
Asians and cash dividends: exploiting symmetries in pricing theory
    go to PDF file get PDF file go to PS file get PS file  go to abstract read abstract
  J.K.Hoogland and C.D.D.Neumann,
Tradable schemes
    go to PDF file get PDF file go to PS file get PS file go to abstract read abstract
  D.Bloch (DresdnerKW), J.K.Hoogland and C.D.D.Neumann,
Converting the Reset
    go to PDF file get PDF file go to PS file get PS file go to abstract read abstract