On convex risk measures on L<sup> p</sup>-spaces.
- Published in:
- Mathematical Methods of Operations Research, 2009, v. 69, n. 3, p. 475, doi. 10.1007/s00186-008-0248-3
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- Publication type:
- Article
Works matching IS 14322994 AND DT 2009 AND VI 69 AND IP 3
Results: 12
1
2
A latent process model for the pricing of corporate securities.
- Published in:
- Mathematical Methods of Operations Research, 2009, v. 69, n. 3, p. 439, doi. 10.1007/s00186-008-0246-5
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- Publication type:
- Article
3
Smoothly truncated stable distributions, GARCH-models, and option pricing.
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- Mathematical Methods of Operations Research, 2009, v. 69, n. 3, p. 411, doi. 10.1007/s00186-008-0245-6
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- Article
4
Panjer recursion versus FFT for compound distributions.
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- Mathematical Methods of Operations Research, 2009, v. 69, n. 3, p. 497, doi. 10.1007/s00186-008-0249-2
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- Article
5
A note on statistical models for individual hedge fund returns.
- Published in:
- Mathematical Methods of Operations Research, 2009, v. 69, n. 3, p. 553, doi. 10.1007/s00186-008-0251-8
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- Publication type:
- Article
6
Testing diffusion processes for non-stationarity.
- Published in:
- Mathematical Methods of Operations Research, 2009, v. 69, n. 3, p. 509, doi. 10.1007/s00186-008-0250-9
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- Publication type:
- Article
7
Black swans and white eagles: on mathematics and finance.
- Published in:
- Mathematical Methods of Operations Research, 2009, v. 69, n. 3, p. 379, doi. 10.1007/s00186-008-0243-8
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- Publication type:
- Article
8
Estimating allocations for Value-at-Risk portfolio optimization.
- Published in:
- Mathematical Methods of Operations Research, 2009, v. 69, n. 3, p. 395, doi. 10.1007/s00186-008-0244-7
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- Publication type:
- Article
9
Stochastic models for bidding strategies on oligopoly electricity market.
- Published in:
- Mathematical Methods of Operations Research, 2009, v. 69, n. 3, p. 579, doi. 10.1007/s00186-008-0252-7
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- Publication type:
- Article
10
Heavy-tails and regime-switching in electricity prices.
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- Mathematical Methods of Operations Research, 2009, v. 69, n. 3, p. 457, doi. 10.1007/s00186-008-0247-4
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- Publication type:
- Article
11
Introduction to special issue: studies in mathematical and empirical finance.
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- Mathematical Methods of Operations Research, 2009, v. 69, n. 3, p. 375, doi. 10.1007/s00186-008-0242-9
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- Publication type:
- Article
12
Scaling issues for risky asset modelling.
- Published in:
- Mathematical Methods of Operations Research, 2009, v. 69, n. 3, p. 593, doi. 10.1007/s00186-008-0253-6
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- Publication type:
- Article