Jonathan Ansari

Available identifiers

Publication	Date of Publication	Type
Improved robust price bounds for multi-asset derivatives under market-implied dependence information	2024-10-16	Paper
Dependence properties of bivariate copula families	2024-08-15	Paper
Supermodular and directionally convex comparison results for general factor models	2024-03-25	Paper
Up- and down-correlations in normal variance mixture models	2024-02-12	Paper
Quantifying and estimating dependence via sensitivity of conditional distributions	2023-08-11	Paper
Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information	2022-04-03	Paper
On a version of a multivariate integration by parts formula for Lebesgue integrals	2022-03-13	Paper
Sklar's theorem, copula products, and ordering results in factor models	2022-01-03	Paper
Ordering results for elliptical distributions with applications to risk bounds	2021-01-26	Paper
Ordering risk bounds in factor models	2020-01-13	Paper
https://portal.mardi4nfdi.de/entity/Q4631196	2019-04-24	Paper
Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models	2018-11-08	Paper
Dependence properties of bivariate copula families	N/A	Paper
Comparison results for Markov tree distributions	N/A	Paper

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