Works matching IS 09492984 AND DT 2021 AND VI 25 AND IP 1
Results: 7
Editorial.
- Published in:
- 2021
- By:
- Publication type:
- Editorial
Elicitability and identifiability of set-valued measures of systemic risk.
- Published in:
- Finance & Stochastics, 2021, v. 25, n. 1, p. 133, doi. 10.1007/s00780-020-00446-z
- By:
- Publication type:
- Article
Set-valued risk measures as backward stochastic difference inclusions and equations.
- Published in:
- Finance & Stochastics, 2021, v. 25, n. 1, p. 43, doi. 10.1007/s00780-020-00445-0
- By:
- Publication type:
- Article
Nonlinear expectations of random sets.
- Published in:
- Finance & Stochastics, 2021, v. 25, n. 1, p. 5, doi. 10.1007/s00780-020-00442-3
- By:
- Publication type:
- Article
On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs.
- Published in:
- Finance & Stochastics, 2021, v. 25, n. 1, p. 167, doi. 10.1007/s00780-020-00441-4
- By:
- Publication type:
- Article
Multi-utility representations of incomplete preferences induced by set-valued risk measures.
- Published in:
- Finance & Stochastics, 2021, v. 25, n. 1, p. 77, doi. 10.1007/s00780-020-00440-5
- By:
- Publication type:
- Article
Risk arbitrage and hedging to acceptability under transaction costs.
- Published in:
- Finance & Stochastics, 2021, v. 25, n. 1, p. 101, doi. 10.1007/s00780-020-00434-3
- By:
- Publication type:
- Article