Found: 7
Select item for more details and to access through your institution.
The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model.
- Published in:
- Risks, 2020, v. 8, n. 3, p. 71, doi. 10.3390/risks8030071
- By:
- Publication type:
- Article
Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach.
- Published in:
- Astin Bulletin, 2024, v. 54, n. 2, p. 385, doi. 10.1017/asb.2024.5
- By:
- Publication type:
- Article
A novel robust method for estimating the covariance matrix of financial returns with applications to risk management.
- Published in:
- Financial Innovation, 2024, v. 10, n. 1, p. 1, doi. 10.1186/s40854-024-00642-2
- By:
- Publication type:
- Article
On Pricing Asian Options under Stochastic Volatility.
- Published in:
- Journal of Derivatives, 2016, v. 23, n. 4, p. 7, doi. 10.3905/jod.2016.23.4.007
- By:
- Publication type:
- Article
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint.
- Published in:
- Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00439-1
- By:
- Publication type:
- Article
A stochastic programming model for the optimal issuance of government bonds.
- Published in:
- Annals of Operations Research, 2012, v. 193, n. 1, p. 159, doi. 10.1007/s10479-010-0755-5
- By:
- Publication type:
- Article
A LATTICE-BASED MODEL FOR EVALUATING BONDS AND INTEREST-SENSITIVE CLAIMS UNDER STOCHASTIC VOLATILITY.
- Published in:
- International Journal of Theoretical & Applied Finance, 2018, v. 21, n. 4, p. N.PAG, doi. 10.1142/S0219024918500231
- By:
- Publication type:
- Article