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A new variance reduction technique for estimating value-at-risk
Korn, Ralf; Pupashenko, Mykhailo - In: Applied mathematical finance 22 (2015) 1/2, pp. 83-98
Persistent link: https://www.econbiz.de/10010505164
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Hedging the risk of delayed data in defaultable markets
Okhrati, Ramin - In: Applied mathematical finance 26 (2019) 2, pp. 101-130
Persistent link: https://www.econbiz.de/10012210262
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Liquidity risk with coherent risk measures
Ku, Hyejin - In: Applied mathematical finance 13 (2006) 2, pp. 131-141
Persistent link: https://www.econbiz.de/10003331418
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Optimal weak static hedging of equity and credit risk using derivatives
Becherer, Dirk; Ward, Ian - In: Applied mathematical finance 17 (2010) 1/2, pp. 1-28
Persistent link: https://www.econbiz.de/10003975242
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Hedging of spatial temperature risk with market-traded futures
Barth, Andrea; Benth, Fred Espen; Potthoff, Jürgen - In: Applied mathematical finance 18 (2011) 1/2, pp. 93-117
Persistent link: https://www.econbiz.de/10009155488
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Minimizing coherent risk measures of shortfall in discrete-time models with cone constraints
Nakano, Yumiharu - In: Applied mathematical finance 10 (2003) 2, pp. 163-181
Persistent link: https://www.econbiz.de/10001805377
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Boundaries of correlation adjustment with applications to financial risk management
Numpacharoen, Kawee; Bunwong, Kornkanok - In: Applied mathematical finance 20 (2013) 3/4, pp. 403-414
Persistent link: https://www.econbiz.de/10010187655
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Structural electricity models and asymptotically normal estimators to quantify parameter risk
Harms, Cord; Kiesel, Rüdiger - In: Applied mathematical finance 26 (2019) 5, pp. 475-522
Persistent link: https://www.econbiz.de/10012210416
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Dynamic index tracking and risk exposure control using derivatives
Leung, Tim; Ward, Brian - In: Applied mathematical finance 25 (2018) 1/2, pp. 180-212
Persistent link: https://www.econbiz.de/10011959128
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Multi-period mean expected-shortfall strategies : "cut your losses and ride your gains"
Forsyth, Peter A.; Vetzal, Kenneth R. - In: Applied mathematical finance 29 (2022) 5, pp. 402-438
Persistent link: https://www.econbiz.de/10014323484