Preference robust distortion risk measure and its application.
- Published in:
- Mathematical Finance, 2023, v. 33, n. 2, p. 389, doi. 10.1111/mafi.12379
- By:
- Publication type:
- Article
Works matching IS 09601627 AND DT 2023 AND VI 33 AND IP 2
Results: 8
1
2
Optimal measure preserving derivatives revisited.
- Published in:
- Mathematical Finance, 2023, v. 33, n. 2, p. 370, doi. 10.1111/mafi.12377
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- Publication type:
- Article
3
Reverse stress testing: Scenario design for macroprudential stress tests.
- Published in:
- Mathematical Finance, 2023, v. 33, n. 2, p. 209, doi. 10.1111/mafi.12373
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- Publication type:
- Article
4
Optimal investment with correlated stochastic volatility factors.
- Published in:
- Mathematical Finance, 2023, v. 33, n. 2, p. 342, doi. 10.1111/mafi.12371
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- Publication type:
- Article
5
A model‐free approach to continuous‐time finance.
- Published in:
- Mathematical Finance, 2023, v. 33, n. 2, p. 257, doi. 10.1111/mafi.12370
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- Publication type:
- Article
6
Pro‐cyclicality beyond business cycle.
- Published in:
- Mathematical Finance, 2023, v. 33, n. 2, p. 308, doi. 10.1111/mafi.12369
- By:
- Publication type:
- Article
7
Pathwise CVA regressions with oversimulated defaults.
- Published in:
- Mathematical Finance, 2023, v. 33, n. 2, p. 274, doi. 10.1111/mafi.12368
- By:
- Publication type:
- Article
8
Issue Information.
- Published in:
- Mathematical Finance, 2023, v. 33, n. 2, p. 207, doi. 10.1111/mafi.12351
- Publication type:
- Article