Pages that link to "Item:Q6054364"
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The following pages link to Intra‐Horizon expected shortfall and risk structure in models with jumps (Q6054364):
Displayed 4 items.
- Monetary risk measures for stochastic processes via Orlicz duality (Q2145689) (← links)
- Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289) (← links)
- JDOI variance reduction method and the pricing of American-style options (Q5079357) (← links)
- First passage times in portfolio optimization: a novel nonparametric approach (Q6087508) (← links)