Works matching IS 09492984 AND DT 2022 AND VI 26 AND IP 3
Results: 7
Set-valued dynamic risk measures for processes and for vectors.
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- Finance & Stochastics, 2022, v. 26, n. 3, p. 505, doi. 10.1007/s00780-022-00476-9
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- Article
A class of short-term models for the oil industry that accounts for speculative oil storage.
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- Finance & Stochastics, 2022, v. 26, n. 3, p. 631, doi. 10.1007/s00780-022-00481-y
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- Article
On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance.
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- Finance & Stochastics, 2022, v. 26, n. 3, p. 383, doi. 10.1007/s00780-022-00482-x
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- Article
Solving optimal stopping problems under model uncertainty via empirical dual optimisation.
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- Finance & Stochastics, 2022, v. 26, n. 3, p. 461, doi. 10.1007/s00780-022-00480-z
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- Article
Log-optimal and numéraire portfolios for market models stopped at a random time.
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- Finance & Stochastics, 2022, v. 26, n. 3, p. 535, doi. 10.1007/s00780-022-00477-8
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- Article
A continuous-time asset market game with short-lived assets.
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- Finance & Stochastics, 2022, v. 26, n. 3, p. 587, doi. 10.1007/s00780-022-00479-6
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- Article
A least-squares Monte Carlo approach to the estimation of enterprise risk.
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- Finance & Stochastics, 2022, v. 26, n. 3, p. 417, doi. 10.1007/s00780-022-00478-7
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- Article