Consigli, Giorgio (ed.); Kuhn, Daniel (ed.); … - 2017
in finance related to: asset pricing, optimal portfolio management, risk measurement, risk control and asset …Multi-period Risk Measures and Optimal Investment Policies -- Asset Price Dynamics: Shocks and Regimes -- Scenario … Uncertainty -- Liability-driven Investment in Longevity Risk Management -- Pricing Multiple Exercise American Options by Linear …