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High-order accurate implicit finite difference method for evaluating American options
Mayo, A. - In: The European journal of finance 10 (2004) 3, pp. 212-237
Persistent link: https://www.econbiz.de/10002093907
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Estimating loss-given default through advanced credibility theory
Bonini, Stefano; Caivano, Giuliana - In: The European journal of finance 22 (2016) 13/15, pp. 1351-1362
Persistent link: https://www.econbiz.de/10011715432
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New mathematical and statistical methods for actuarial science and finance : introduction
Eling, Martin; Loperfido, Nicola - In: The European journal of finance 26 (2020) 2/3, pp. 96-99
Persistent link: https://www.econbiz.de/10012207187
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Residual value risk in the leasing industry : a European case
Pirotte, Hugues; Vaessen, Céline - In: The European journal of finance 14 (2008) 1/2, pp. 157-177
Persistent link: https://www.econbiz.de/10003744741
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From Markowitz to modern risk management
Alexander, Gordon J. - In: The European journal of finance 15 (2009) 5/6, pp. 451-461
Persistent link: https://www.econbiz.de/10003886390
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Extreme risk and value-at-risk in the German stock market
Tolikas, Konstantinos; Koulakiotis, Athanasios; Brown, … - In: The European journal of finance 13 (2007) 3/4, pp. 373-395
Persistent link: https://www.econbiz.de/10003550400
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Translation-invariant and positive-homogeneous risk measures and optimal portfolio management
Landsman, Z.; Makov, U. - In: The European journal of finance 17 (2011) 3/4, pp. 307-320
Persistent link: https://www.econbiz.de/10009155400
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On the performance of the minimum VAR portfolio
Durand, Robert B.; Gould, John; Maller, Ross A. - In: The European journal of finance 17 (2011) 7/8, pp. 553-576
Persistent link: https://www.econbiz.de/10009509846
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Value-at-risk capital requirement regulation, risk taking and asset allocation : a mean–variance analysis
Kaplanski, Guy; Levy, Haim - In: The European journal of finance 21 (2015) 1/3, pp. 215-241
Persistent link: https://www.econbiz.de/10010519956
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Risk management in the energy markets and Value-at-Risk modelling : a hybrid approach
Andriosopoulos, Kostas; Nomikos, Nikos K. - In: The European journal of finance 21 (2015) 7/9, pp. 548-574
Persistent link: https://www.econbiz.de/10011301233