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European journal of operational research : EJOR
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Disentangling wrong-way risk : pricing credit valuation adjustment via change of measures
Brigo, Damiano
;
Vrins, Frédéric
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1154-1164
Persistent link: https://www.econbiz.de/10011866893
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Portfolio selection : a target-distribution approach
Lassance, Nathan
;
Vrins, Frédéric
- In:
European journal of operational research : EJOR
310
(
2023
)
1
,
pp. 302-314
Persistent link: https://www.econbiz.de/10014340178
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