According to our database1, Christian Menn authored at least 3 papers between 2005 and 2009.
Legend:Book In proceedings Article PhD thesis Other
Smoothly truncated stable distributions, GARCH-models, and option pricing.
Math. Meth. of OR, 2009
Calibrated FFT-based density approximations for alpha.
Computational Statistics & Data Analysis, 2006
A GARCH option pricing model with alpha-stable innovations.
European Journal of Operational Research, 2005