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~isPartOf:"Finance and stochastics"
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~subject:"Risiko"
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Konferenz
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Stochastic process
196
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Option pricing theory
80
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80
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Kabanov, Jurij M.
2
Ararat, Çağın
1
Barrieu, Pauline
1
Carmona, René
1
Cheridito, Patrick
1
Cherny, Alexander S.
1
Chong, Wing Fung
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1
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1
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1
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1
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Finance and stochastics
European journal of operational research : EJOR
57
Insurance / Mathematics & economics
49
Wirtschaftswissenschaft
29
The journal of structured finance
18
Review of Pacific Basin financial markets and policies
17
Risks : open access journal
12
Zeitschrift für Bibliothekswesen und Bibliographie : vereinigt mit Zentralblatt für Bibliothekswesen ; ZfBB ; Organ des wissenschaftlichen Bibliothekswesens
12
Operations research
11
Scandinavian actuarial journal
11
The journal of economic history
11
Das Feuer großer Gruppen : Konzepte, Designs, Praxisbeispiele für Großveranstaltungen
10
Journal of mathematical economics
10
International journal of production research
9
Omega : the international journal of management science
9
Quantitative finance
9
Economics letters
8
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
8
IMA journal of management mathematics
8
International journal of production economics
8
Journal of business communication : JBC
8
Journal of economic theory
8
Computers & operations research : and their applications to problems of world concern ; an international journal
7
INFORMS journal on computing : JOC
7
International journal of theoretical and applied finance
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Mathematics of operations research
7
Energy economics
6
Europäische Rundschau : Vierteljahreszeitschrift für Politik, Wirtschaft und Zeitgeschichte
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Economic theory : official journal of the Society for the Advancement of Economic Theory
5
Finance research letters
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of econometrics
5
Journal of economic dynamics & control
5
Journal of mathematical finance
5
Revue économique : revue bimestrielle
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Annals of operations research
4
Appraisal journal
4
Astin bulletin : the journal of the International Actuarial Association
4
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
In the insurance business risky investments are dangerous : the case of negative risk sums
Kabanov, Jurij M.
;
Pergamenshchikov, Serguei
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 355-379
Persistent link: https://www.econbiz.de/10011471125
Saved in:
4
Coherent and convex monetary risk measures for unbounded càdlàg processes
Cheridito, Patrick
;
Delbaen, Freddy
;
Kupper, Michael
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 369-387
Persistent link: https://www.econbiz.de/10002946711
Saved in:
5
Satisfying convex risk limits by trading
Larsen, Kasper
;
Pirvu, Traian A.
;
Shreve, Steven E.
; …
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 177-195
Persistent link: https://www.econbiz.de/10002747136
Saved in:
6
Inf-convolution of risk measures and optimal risk transfer
Barrieu, Pauline
;
El Karoui, Nicole
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 269-298
Persistent link: https://www.econbiz.de/10002747208
Saved in:
7
Concavity, stochastic utility, and risk aversion
Jarrow, Robert A.
;
Li, Siguang
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 311-330
Persistent link: https://www.econbiz.de/10012499688
Saved in:
8
An ergodic BSDE approach to forward entropic risk measures : representation and large-maturity behavior
Chong, Wing Fung
;
Hu, Ying
;
Liang, Gechun
; …
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 239-273
Persistent link: https://www.econbiz.de/10012023715
Saved in:
9
A risk-neutral equilibrium leading to uncertain volatility pricing
Muhle-Karbe, Johannes
;
Nutz, Marcel
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011945712
Saved in:
10
Set-valued risk measures as backward stochastic difference inclusions and equations
Ararat, Çağın
;
Feinstein, Zachary
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 43-76
Persistent link: https://www.econbiz.de/10012433511
Saved in:
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