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111
Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001812434
Saved in:
112
Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001863914
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113
A simple calibration procedure of stochastic volatility models with jumps by short term asymptotics
Medvedev, Alexey
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864584
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114
Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865031
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115
On the way to recovery: a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
(
contributor
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-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865061
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116
Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001790927
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117
Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
Saved in:
118
Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001825715
Saved in:
119
A simple calibration procedure of stochastic volatility models with jumps by short term asymptotics
Medvedev, Alexey
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001825737
Saved in:
120
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases /Paolo Battocchio, Francesco Menoncin, Olivier Scaillet
Battocchio, Paolo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001906837
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