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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
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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
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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
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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
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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
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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
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Pricing contingent claims with credit risk : asymptotic expansion approach
Muroi, Yoshifumi - In: Finance and stochastics 9 (2005) 3, pp. 415-427
Persistent link: https://www.econbiz.de/10002946754
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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
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A note on Wick products and the fractional Black-Scholes model
Björk, Tomas; Hult, Henrik - In: Finance and stochastics 9 (2005) 2, pp. 197-209
Persistent link: https://www.econbiz.de/10002747154
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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