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Effect of volatility clustering on indifference pricing of options by convex risk measures
Kumar, Rohini - In: Applied mathematical finance 22 (2015) 1/2, pp. 63-82
Persistent link: https://www.econbiz.de/10010505169
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Risk measuring under liquidity risk
Allaj, Erindi - In: Applied mathematical finance 24 (2017) 3/4, pp. 246-279
Persistent link: https://www.econbiz.de/10011815229
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Extended Gini-type measures of risk and variability
Berkhouch, Mohammed; Lakhnati, Ghizlane; Righi, Marcelo … - In: Applied mathematical finance 25 (2018) 3/4, pp. 295-314
Persistent link: https://www.econbiz.de/10012128954
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Robust risk-aware option hedging
Wu, David; Jaimungal, Sebastian - In: Applied mathematical finance 30 (2023) 3, pp. 153-174
Persistent link: https://www.econbiz.de/10015051231