Narrow search
Showing 1 - 10 of 92
Cover Image
Endogenous current coupons
Cheng, Zhe; Robertson, Scott - In: Finance and stochastics 21 (2017) 4, pp. 1027-1071
Persistent link: https://www.econbiz.de/10011944474
Cover Image
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
Cover Image
Adapted Wasserstein distances and stability in mathematical finance
Backhoff, Julio Daniel; Bartl, Daniel; Beiglböck, Mathias - In: Finance and stochastics 24 (2020) 3, pp. 601-632
Persistent link: https://www.econbiz.de/10012518060
Cover Image
Stein's method and zero bias transformation for CDO tranche pricing
El Karoui, Nicole; Jiao, Y. - In: Finance and stochastics 13 (2009) 2, pp. 151-180
Persistent link: https://www.econbiz.de/10003939500
Cover Image
Spectral calibration of exponential Lévy models
Belomestny, Denis; Reiß, Markus - In: Finance and stochastics 10 (2006) 4, pp. 449-474
Persistent link: https://www.econbiz.de/10003405638
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
Polynomial processes and their applications to mathematical finance
Cuchiero, Christa; Keller-Ressel, Martin; Teichmann, Josef - In: Finance and stochastics 16 (2012) 4, pp. 711-740
Persistent link: https://www.econbiz.de/10009623535
Cover Image
Facelifting in utility maximization
Larsen, Kasper; Soner, Halil Mete; Žitković, Gordan - In: Finance and stochastics 20 (2016) 1, pp. 99-121
Persistent link: https://www.econbiz.de/10011460007
Cover Image
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
Cover Image
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