Narrow search
Showing 1 - 10 of 103
Cover Image
Market moves and the information content of option prices
McIntyre, Michael L.; Jackson, David - In: International review of economics & finance : IREF 18 (2009) 2, pp. 327-340
Persistent link: https://www.econbiz.de/10003832749
Cover Image
Optimal capital and risk allocations for law- and cash-invariant convex functions
Filipović, Damir; Svindland, Gregor - In: Finance and stochastics 12 (2008) 3, pp. 423-439
Persistent link: https://www.econbiz.de/10003899207
Cover Image
Interacting particle systems for the computation of rare credit portfolio losses
Carmona, René; Fouque, Jean-Pierre; Vestal, Douglas - In: Finance and stochastics 13 (2009) 4, pp. 613-633
Persistent link: https://www.econbiz.de/10003899538
Cover Image
Optimal risk sharing with non-monotone monetary functionals
Acciaio, Beatrice - In: Finance and stochastics 11 (2007) 2, pp. 267-289
Persistent link: https://www.econbiz.de/10003439763
Cover Image
Dilatation monotone risk measures are law invariant
Cherny, Alexander S.; Grigoriev, Pavel G. - In: Finance and stochastics 11 (2007) 2, pp. 291-298
Persistent link: https://www.econbiz.de/10003439765
Cover Image
Risk-neutral compatibility with option prices
Jacod, Jean; Protter, Philip E. - In: Finance and stochastics 14 (2010) 2, pp. 285-315
Persistent link: https://www.econbiz.de/10003951511
Cover Image
On a class of law invariant convex risk measures
Angelsberg, Gilles; Delbaen, Freddy; Kaelin, Ivo; … - In: Finance and stochastics 15 (2011) 2, pp. 343-363
Persistent link: https://www.econbiz.de/10009159083
Cover Image
Ruin probabilities under general investments and heavy-tailed claims
Hult, Henrik; Lindskog, Filip - In: Finance and stochastics 15 (2011) 2, pp. 243-265
Persistent link: https://www.econbiz.de/10009159101
Cover Image
Semivariance decomposition of country-level returns
Beach, Steven L. - In: International review of economics & finance : IREF 20 (2011) 4, pp. 607-623
Persistent link: https://www.econbiz.de/10009303913
Cover Image
Risk measures for processes and BSDEs
Penner, Irina; Réveillac, Anthony - In: Finance and stochastics 19 (2015) 1, pp. 23-66
Persistent link: https://www.econbiz.de/10011417006