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Arbitrage in fractional Brownian motion models
Cheridito, Patrick - In: Finance and stochastics 7 (2003) 4, pp. 533-553
Persistent link: https://www.econbiz.de/10001800704
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Utility maximization under increasing risk aversion in one-period models
Cheridito, Patrick; Summer, Christopher - In: Finance and stochastics 10 (2006) 1, pp. 147-158
Persistent link: https://www.econbiz.de/10003234963
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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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Coherent and convex monetary risk measures for unbounded cádlág processes
Cheridito, Patrick; Delbaen, Freddy; Kupper, Michael - In: Finance and stochastics 9 (2005) 3, pp. 369-388
Persistent link: https://www.econbiz.de/10008214295
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Arbitrage in fractional Brownian motion models
Cheridito, Patrick - In: Finance and stochastics 7 (2003) 4, pp. 533
Persistent link: https://www.econbiz.de/10008215548
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Coherent and convex monetary risk measures for unbounded càdlàg processes
Cheridito, Patrick; Delbaen, Freddy; Kupper, Michael - In: Finance and stochastics 10 (2006) 3, pp. 427
Persistent link: https://www.econbiz.de/10008222482
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Utility maximization under increasing risk aversion in one-period models
Cheridito, Patrick; Summer, Christopher - In: Finance and stochastics 10 (2006) 1, pp. 147
Persistent link: https://www.econbiz.de/10008222873