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The limits of granularity adjustments
Fermanian, Jean-David - In: Journal of banking & finance 45 (2014), pp. 9-25
Persistent link: https://www.econbiz.de/10010466685
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Multifactor granularity adjustments for market and counterparty risks
Fermanian, Jean-David; Florentin, Clément - In: Journal of risk 20 (2017/2018) 6, pp. 1-27
Persistent link: https://www.econbiz.de/10011962402
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The limits of granularity adjustments
Fermanian, Jean-David - 2013
Persistent link: https://www.econbiz.de/10010342709
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Multi-factor granularity adjustments for market and counterparty risks
Fermanian, Jean-David; Florentin, Clément - 2016
Persistent link: https://www.econbiz.de/10012196291
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Risk Budgeting portfolios : existence and computation
Cetingoz, Adil Rengim; Fermanian, Jean-David; Guéant, … - In: Mathematical finance : an international journal of … 34 (2024) 3, pp. 896-924
Persistent link: https://www.econbiz.de/10014565279