Narrow search
Showing 1 - 10 of 11
Cover Image
Robust representation of convex risk measures by probability measures
Krätschmer, Volker - In: Finance and stochastics 9 (2005) 4, pp. 597-608
Persistent link: https://www.econbiz.de/10003133313
Cover Image
A pure martingale dual for multiple stopping
Schoenmakers, John - In: Finance and stochastics 16 (2012) 2, pp. 319-334
Persistent link: https://www.econbiz.de/10009544665
Cover Image
Comparative and qualitative robustness for law-invariant risk measures
Krätschmer, Volker; Schied, Alexander; Zähle, Henryk - In: Finance and stochastics 18 (2014) 2, pp. 271-295
Persistent link: https://www.econbiz.de/10010340784
Cover Image
Minimax theorems for American options without time-consistency
Belomestny, Denis; Hübner, Tobias; Krätschmer, Volker; … - In: Finance and stochastics 23 (2019) 1, pp. 209-238
Persistent link: https://www.econbiz.de/10012023712
Cover Image
Robust representation of convex risk measures by probability measures
Krätschmer, Volker - In: Finance and stochastics 9 (2005) 4, pp. 597
Persistent link: https://www.econbiz.de/10008214146
Cover Image
Solving optimal stopping problems under model uncertainty via empirical dual optimisation
Belomestny, Denis; Hübner, Tobias; Krätschmer, Volker - In: Finance and stochastics 26 (2022) 3, pp. 461-503
Persistent link: https://www.econbiz.de/10013440233
Cover Image
Iterative construction of the optimal Bermudan stopping time
Kolodko, Anastasia; Schoenmakers, John - In: Finance and stochastics 10 (2006) 1, pp. 27-49
Persistent link: https://www.econbiz.de/10003234943
Cover Image
Multilevel dual approach for pricing American style derivates
Belomestny, Denis; Schoenmakers, John; Dickmann, Fabian - In: Finance and stochastics 17 (2013) 4, pp. 717-742
Persistent link: https://www.econbiz.de/10010190883
Cover Image
Iterative construction of the optimal Bermudan stopping time
Kolodko, Anastasia; Schoenmakers, John - In: Finance and stochastics 10 (2006) 1, pp. 27-50
Persistent link: https://www.econbiz.de/10008222878
Cover Image
Multilevel dual approach for pricing American style derivatives
Belomestny, Denis; Schoenmakers, John; Dickmann, Fabian - In: Finance and stochastics 17 (2013) 4, pp. 717-742
Persistent link: https://www.econbiz.de/10010183828