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Approximation with independent Variables.
- Published in:
- Frontiers of Mathematical Finance, 2023, v. 2, n. 2, p. 1, doi. 10.3934/fmf.2023011
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- Article
Fairness principles for insurance contracts in the presence of default risk.
- Published in:
- Mathematical Finance, 2022, v. 32, n. 2, p. 595, doi. 10.1111/mafi.12344
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- Publication type:
- Article
Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions.
- Published in:
- Finance & Stochastics, 2021, v. 25, n. 3, p. 597, doi. 10.1007/s00780-021-00459-2
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- Article
Convex functions on dual Orlicz spaces.
- Published in:
- Positivity, 2019, v. 23, n. 5, p. 1051, doi. 10.1007/s11117-019-00651-x
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- Article
Surplus Sharing with Coherent Utility Functions.
- Published in:
- Risks, 2019, v. 7, n. 1, p. 7, doi. 10.3390/risks7010007
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- Article
Risk measures with the CxLS property.
- Published in:
- Finance & Stochastics, 2016, v. 20, n. 2, p. 433, doi. 10.1007/s00780-015-0279-6
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- Publication type:
- Article
Mod-φ Convergence.
- Published in:
- IMRN: International Mathematics Research Notices, 2015, v. 2015, n. 11, p. 3445, doi. 10.1093/imrn/rnu035
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- Article
On a class of law invariant convex risk measures.
- Published in:
- Finance & Stochastics, 2011, v. 15, n. 2, p. 343, doi. 10.1007/s00780-010-0145-5
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- Publication type:
- Article
Backward SDEs with superquadratic growth.
- Published in:
- Probability Theory & Related Fields, 2011, v. 150, n. 1/2, p. 145, doi. 10.1007/s00440-010-0271-1
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- Publication type:
- Article
On a class of law invariant convex risk measures.
- Published in:
- Finance & Stochastics, 2011, v. 15, n. 2, p. 343, doi. 10.1007/s00780-010-0145-5
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- Publication type:
- Article
Representation of the penalty term of dynamic concave utilities.
- Published in:
- Finance & Stochastics, 2010, v. 14, n. 3, p. 449, doi. 10.1007/s00780-009-0119-7
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- Publication type:
- Article
Harmonic analysis of stochastic equations and backward stochastic differential equations.
- Published in:
- Probability Theory & Related Fields, 2010, v. 146, n. 1/2, p. 291, doi. 10.1007/s00440-008-0191-5
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- Publication type:
- Article
RISK MEASURES FOR NON-INTEGRABLE RANDOM VARIABLES.
- Published in:
- Mathematical Finance, 2009, v. 19, n. 2, p. 329, doi. 10.1111/j.1467-9965.2009.00370.x
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- Publication type:
- Article
Coherent multiperiod risk adjusted values and Bellman’s principle.
- Published in:
- Annals of Operations Research, 2007, v. 152, n. 1, p. 5, doi. 10.1007/s10479-006-0132-6
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- Publication type:
- Article
Coherent and convex monetary risk measures for unbounded càdlàg processes.
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- 2006
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- Correction notice
Coherent and convex monetary risk measures for unbounded cádlág processes.
- Published in:
- Finance & Stochastics, 2005, v. 9, n. 3, p. 369, doi. 10.1007/s00780-004-0150-7
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- Publication type:
- Article
On the law of one price.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 4, p. 525, doi. 10.1007/s00780-004-0124-9
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- Publication type:
- Article
Editorial.
- Published in:
- 2004
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- Publication type:
- Editorial
PASSPORT OPTIONS.
- Published in:
- Mathematical Finance, 2002, v. 12, n. 4, p. 299, doi. 10.1111/j.1467-9965.2002.tb00126.x
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- Publication type:
- Article
No Arbitrage Condition for Positive Diffusion Price Processes.
- Published in:
- Asia-Pacific Financial Markets, 2002, v. 9, n. 3/4, p. 159, doi. 10.1023/A:1024173029378
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- Publication type:
- Article
An Interest Rate Model with Upper and Lower Bounds.
- Published in:
- Asia-Pacific Financial Markets, 2002, v. 9, n. 3/4, p. 191, doi. 10.1023/A:1024125430287
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- Publication type:
- Article
A Note on Option Pricing for the Constant Elasticity of Variance Model.
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- Asia-Pacific Financial Markets, 2002, v. 9, n. 2, p. 85, doi. 10.1023/A:1022269617674
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- Publication type:
- Article
EXPONENTIAL HEDGING AND ENTROPIC PENALTIES.
- Published in:
- Mathematical Finance, 2002, v. 12, n. 2, p. 99, doi. 10.1111/1467-9965.02001
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- Publication type:
- Article
HEADING UNDER TRANSACTION COSTS IN CURRENCY MARKETS: A DISCRETE-TIME MODEL.
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- Mathematical Finance, 2002, v. 12, n. 1, p. 45, doi. 10.1111/1467-9965.00003
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- Publication type:
- Article
COHERENT MEASURES OF RISK.
- Published in:
- Mathematical Finance, 1999, v. 9, n. 3, p. 203, doi. 10.1111/1467-9965.00068
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- Publication type:
- Article
A SIMPLE COUNTEREXAMPLE TO SEVERAL PROBLEMS IN THE THEORY OF ASSET PRICING.
- Published in:
- Mathematical Finance, 1998, v. 8, n. 1, p. 1, doi. 10.1111/1467-9965.00041
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- Publication type:
- Article
Weighted norm inequalities and hedging in incomplete markets.
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- Finance & Stochastics, 1997, v. 1, n. 3, p. 181, doi. 10.1007/s007800050021
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- Publication type:
- Article
DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS.
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- Mathematical Finance, 1995, v. 5, n. 3, p. 187, doi. 10.1111/j.1467-9965.1995.tb00064.x
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- Publication type:
- Article
ARBITRAGE AND FREE LUNCH WITH BOUNDED RISK FOR UNBOUNDED CONTINUOUS PROCESSES.
- Published in:
- Mathematical Finance, 1994, v. 4, n. 4, p. 343, doi. 10.1111/j.1467-9965.1994.tb00063.x
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- Publication type:
- Article
A general version of the fundamental theorem of asset pricing.
- Published in:
- Mathematische Annalen, 1994, v. 300, n. 1, p. 463, doi. 10.1007/BF01450498
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- Publication type:
- Article
CONSOLS IN THE CIR MODEL.
- Published in:
- Mathematical Finance, 1993, v. 3, n. 2, p. 125, doi. 10.1111/j.1467-9965.1993.tb00082.x
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- Publication type:
- Article
REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINOUS AND BOUNDED.
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- Mathematical Finance, 1992, v. 2, n. 2, p. 107, doi. 10.1111/j.1467-9965.1992.tb00041.x
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- Publication type:
- Article