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Weighted average price management of manufacturer sales on commodity exchanges
Vavilov, Sergey A.; Kuznetsov, Konstantin S. - In: International journal of financial engineering 5 (2018) 3, pp. 1-17
Persistent link: https://www.econbiz.de/10011923065
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Aggregation-robustness and model uncertainty of regulatory risk measures
Embrechts, Paul; Wang, Bin; Wang, Ruodu - In: Finance and stochastics 19 (2015) 4, pp. 763-790
Persistent link: https://www.econbiz.de/10011420503
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Time reversal and last passage time of diffusions with applications to credit risk management
Egami, Masahiko; Kevkhishvili, Rusudan - In: Finance and stochastics 24 (2020) 3, pp. 795-825
Persistent link: https://www.econbiz.de/10012518100
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Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili; Shen, Jiaqi; Zhao, Liheng; Qin, Haoyang; … - In: International journal of financial engineering 7 (2020) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
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Machine learning with kernels for portfolio valuation and risk management
Boudabsa, Lotfi; Filipović, Damir - In: Finance and stochastics 26 (2022) 2, pp. 131-172
Persistent link: https://www.econbiz.de/10013197507
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Firm, industry and economic determinants of working capital at risk
Eldomiaty, Tarek Ibrahim; Rashwan, Mohamed Hashem; El … - In: International journal of financial engineering 3 (2016) 4, pp. 1-29
Persistent link: https://www.econbiz.de/10011673093
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Hedging under multiple risk constraints
Jiao, Ying; Klopfenstein, Olivier; Tankov, Peter - In: Finance and stochastics 21 (2017) 2, pp. 361-396
Persistent link: https://www.econbiz.de/10011944382
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Risk bounds for factor models
Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven; … - In: Finance and stochastics 21 (2017) 3, pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
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Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia; Seifert, Miriam - In: Finance and stochastics 23 (2019) 4, pp. 795-826
Persistent link: https://www.econbiz.de/10012114659
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Risk sharing for capital requirements with multidimensional security markets
Liebrich, Felix-Benedikt; Svindland, Gregor - In: Finance and stochastics 23 (2019) 4, pp. 925-973
Persistent link: https://www.econbiz.de/10012114664