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2021 |
Dupret, Jean-Loup |
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2021 |
Gümbel, Sandrine |
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2021 |
Okhrati, Ramin |
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2021 |
Bielecki, Tomasz R. |
| Closed form optimal exercise boundary of the American put option
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2021 |
Kitapbayev, Yerkin |
| Insider trading with temporary price impact
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2021 |
Barger, Weston |
| Replication scheme for the pricing of European options
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2021 |
Funahashi, Hideharu |
| First-to-default and second-to-default options in models with various information flows
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2021 |
Gapeev, Pavel V. |
| Coherent risk measures and normal mixture distributions with applications in portfolio optimization
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2021 |
Shi, Xiang |
| Robust utility maximization in a multivariate financial market with stochastic drift
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2021 |
Sass, Jörn |
| Practical investment consequences of the scalarization parameter formulation in dynamic mean - variance portfolio optimization
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2021 |
Staden, Pieter M. van |
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2021 |
Fukasawa, Masaaki |
| Dynamic probabilistic forecasting with uncertainty
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2021 |
Benth, Fred Espen |
| Latency and liquidity risk
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2021 |
Cartea, Álvaro |
| Inflation, central bank and short-term interest rates : A new model with calibration to market data
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2021 |
Antonacci, Flavia |
| Large platonic markets with delays
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2021 |
Limmer, Yannick |
| Coherent risk measure on L0 : NA condition, pricing and dual representation
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2021 |
Lepinette, Emmanuel |
| The value of being lucky : option backdating and nondiversifiable risk
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2021 |
Henderson, Vicky |
| Mixture of consistent stochastic utilities, and a priori randomness
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2021 |
Mrad, Mohamed |
| Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
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2021 |
Serrano, Rafael |
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