The following pages link to Ludger Rüschendorf (Q188844):
Displayed 50 items.
- European and Asian Greeks for exponential Lévy processes (Q64644) (← links)
- (Q221741) (redirect page) (← links)
- (Q342611) (redirect page) (← links)
- (Q428623) (redirect page) (← links)
- On optimal stationary couplings between stationary processes (Q428625) (← links)
- Approximative solutions of best choice problems (Q456197) (← links)
- (Q477989) (redirect page) (← links)
- Convex ordering criteria for Lévy processes (Q477990) (← links)
- Optimal risk allocation for convex risk functionals in general risk domains (Q490351) (← links)
- (Q588085) (redirect page) (← links)
- On optimal portfolio diversification with respect to extreme risks (Q650773) (← links)
- On approximative solutions of multistopping problems (Q655588) (← links)
- On optimal allocation of risk vectors (Q661232) (← links)
- (Q689354) (redirect page) (← links)
- Optimal coupling of multivariate distributions and stochastic processes (Q689356) (← links)
- On the \(n\)-coupling problem (Q697454) (← links)
- VaR bounds for joint portfolios with dependence constraints (Q727669) (← links)
- On the construction of optimal payoffs (Q777925) (← links)
- Solution of a statistical optimization problem by rearrangement methods (Q791239) (← links)
- Conditional variability ordering of distributions (Q806225) (← links)
- Approximate independence of distributions on spheres and their stability properties (Q808569) (← links)
- On the distributional transform, Sklar's theorem, and the empirical copula process (Q840755) (← links)
- Comparison of option prices in semimartingale models (Q854274) (← links)
- Comparison of semimartingales and Lévy processes (Q879255) (← links)
- A counterexample to a.s. constructions (Q917147) (← links)
- On a class of optimal stopping problems for diffusions with discontinuous coefficients (Q930669) (← links)
- On comonotonicity of Pareto optimal risk sharing (Q935821) (← links)
- Allocation of risks and equilibrium in markets with finitely many traders (Q939347) (← links)
- On convex risk measures on \(L^{p}\)-spaces (Q1028536) (← links)
- Corrections to: Asymptotic distributions of multivariate rank order statistics (Q1056165) (← links)
- Construction of multivariate distributions with given marginals (Q1062711) (← links)
- Two remarks on order statistics (Q1063354) (← links)
- Unbiased estimation of von Mises functionals (Q1093275) (← links)
- Complete and symmetrically complete families of distributions (Q1102644) (← links)
- On attainable distribution and classification vectors (Q1110219) (← links)
- On random translation models (Q1116571) (← links)
- Ordering of distributions and rearrangement of functions (Q1152625) (← links)
- Weak association of random variables (Q1158905) (← links)
- Characterization of dependence concepts in normal distributions (Q1159420) (← links)
- Uniformities for the convergence in law and in probability (Q1185794) (← links)
- A new ideal metric with applications to multivariate stable limit theorems (Q1203937) (← links)
- On the empirical process of multivariate, dependent random variables (Q1211771) (← links)
- Hypotheses generating groups for testing multivariate symmetry (Q1231353) (← links)
- Asymptotic distributions of multivariate rank order statistics (Q1238574) (← links)
- A characterization of random variables with minimum \(L^ 2\)-distance (Q1263903) (← links)
- A remark on the spectral domain of nonstationary processes (Q1338762) (← links)
- Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications (Q1391756) (← links)
- Nonparametric estimation of regression functions in point process models (Q1421728) (← links)
- A general limit theorem for recursive algorithms and combinatorial structures (Q1431560) (← links)
- Comparison of estimators in stable models. (Q1596874) (← links)