Works matching IS 09492984 AND DT 2020 AND VI 24 AND IP 1
Results: 7
Linear credit risk models.
- Published in:
- Finance & Stochastics, 2020, v. 24, n. 1, p. 169, doi. 10.1007/s00780-019-00409-z
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- Article
The value of a liability cash flow in discrete time subject to capital requirements.
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- Finance & Stochastics, 2020, v. 24, n. 1, p. 125, doi. 10.1007/s00780-019-00408-0
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- Article
Ruin probabilities for a Lévy-driven generalised Ornstein–Uhlenbeck process.
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- Finance & Stochastics, 2020, v. 24, n. 1, p. 39, doi. 10.1007/s00780-019-00413-3
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- Article
A Black–Scholes inequality: applications and generalisations.
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- Finance & Stochastics, 2020, v. 24, n. 1, p. 1, doi. 10.1007/s00780-019-00410-6
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- Article
Pathwise superhedging on prediction sets.
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- Finance & Stochastics, 2020, v. 24, n. 1, p. 215, doi. 10.1007/s00780-019-00412-4
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- Article
On the quasi-sure superhedging duality with frictions.
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- Finance & Stochastics, 2020, v. 24, n. 1, p. 249, doi. 10.1007/s00780-019-00411-5
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- Publication type:
- Article
Optimal dividends with partial information and stopping of a degenerate reflecting diffusion.
- Published in:
- Finance & Stochastics, 2020, v. 24, n. 1, p. 71, doi. 10.1007/s00780-019-00407-1
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- Article