1

Modelling the default risk in large credit portfolios

Année:
2010
Langue:
english
Fichier:
PDF, 387 KB
english, 2010
3

Absolutely continuous optimal martingale measures

Année:
2005
Langue:
english
Fichier:
PDF, 198 KB
english, 2005
6

Semi-static completeness and robust pricing by informed investors

Année:
2017
Langue:
english
Fichier:
PDF, 402 KB
english, 2017
8

Optimal risk sharing with different reference probabilities

Année:
2009
Langue:
english
Fichier:
PDF, 1.56 MB
english, 2009
9

Optimal risk sharing with non-monotone monetary functionals

Année:
2007
Langue:
english
Fichier:
PDF, 361 KB
english, 2007
10

Short note on inf-convolution preserving the Fatou property

Année:
2009
Langue:
english
Fichier:
PDF, 141 KB
english, 2009
11

ON THE LOWER ARBITRAGE BOUND OF AMERICAN CONTINGENT CLAIMS

Année:
2012
Langue:
english
Fichier:
PDF, 505 KB
english, 2012
13

Optimal portfolio selection via conditional convex risk measures onLp

Année:
2013
Langue:
english
Fichier:
PDF, 589 KB
english, 2013
15

Are law-invariant risk functions concave on distributions?

Année:
2013
Langue:
english
Fichier:
PDF, 1.10 MB
english, 2013