Works matching IS 09492984 AND DT 2006 AND VI 10 AND IP 3
Results: 7
Weighted V@R and its Properties.
- Published in:
- Finance & Stochastics, 2006, v. 10, n. 3, p. 367, doi. 10.1007/s00780-006-0009-1
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- Publication type:
- Article
Bounds for Functions of Dependent Risks.
- Published in:
- Finance & Stochastics, 2006, v. 10, n. 3, p. 341, doi. 10.1007/s00780-006-0005-5
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- Publication type:
- Article
Consistency among trading desks.
- Published in:
- Finance & Stochastics, 2006, v. 10, n. 3, p. 331, doi. 10.1007/s00780-006-0014-4
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- Publication type:
- Article
A generalization of the Hull and White formula with applications to option pricing approximation.
- Published in:
- Finance & Stochastics, 2006, v. 10, n. 3, p. 353, doi. 10.1007/s00780-006-0013-5
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- Publication type:
- Article
Coherent and convex monetary risk measures for unbounded càdlàg processes.
- Published in:
- 2006
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- Correction Notice
A risk-sensitive stochastic control approach to an optimal investment problem with partial information.
- Published in:
- Finance & Stochastics, 2006, v. 10, n. 3, p. 395, doi. 10.1007/s00780-006-0010-8
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- Publication type:
- Article
A jump to default extended CEV model: an application of Bessel processes.
- Published in:
- Finance & Stochastics, 2006, v. 10, n. 3, p. 303, doi. 10.1007/s00780-006-0012-6
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- Publication type:
- Article