A. S. Cherny

Available identifiers

zbMath Open cherny.alexander-sMaRDI QIDQ1762572

List of research outcomes

Publication	Date of Publication	Type
The Kolmogorov students' competitions on probability theory	2012-09-05	Paper
Risk-reward optimization with discrete-time coherent risk	2010-10-15	Paper
CAPITAL ALLOCATION AND RISK CONTRIBUTION WITH DISCRETE‐TIME COHERENT RISK	2009-03-06	Paper
Pricing with Coherent Risk	2008-11-03	Paper
Dilatation monotone risk measures are law invariant	2007-12-16	Paper
Pricing and hedging European options with discrete-time coherent risk	2007-12-16	Paper
Weighted V\@R and its properties	2006-12-08	Paper
On the absolute continuity and singularity of measures on filtered spaces: separating times	2006-10-23	Paper
Equilibrium with coherent risk	2006-05-02	Paper
Coherent measurement of factor risks	2006-05-02	Paper
Pricing and hedging in incomplete markets with coherent risk	2006-05-02	Paper
CAPM, rewards, and empirical asset pricing with coherent risk	2006-05-02	Paper
https://portal.mardi4nfdi.de/entity/Q4662403	2005-03-30	Paper
https://portal.mardi4nfdi.de/entity/Q3159179	2005-02-15	Paper
Singular stochastic differential equations.	2005-02-10	Paper
On Minimization and Maximization of Entropy in Various Disciplines	2004-12-16	Paper
Separating Times for Measures on Filtered Spaces	2004-12-16	Paper
Invariant Distributions for Singular Stochastic Differential Equations	2004-09-29	Paper
On the Uniqueness in Law and the Pathwise Uniqueness for Stochastic Differential Equations	2004-01-21	Paper
Limit Behavior of the "Horizontal-Vertical" Random Walk and Some Extensions of the Donsker-Prokhorov Invariance Principle	2004-01-21	Paper
https://portal.mardi4nfdi.de/entity/Q4802403	2003-04-27	Paper
Families of Consistent Probability Measures	2002-04-25	Paper
https://portal.mardi4nfdi.de/entity/Q2725617	2002-01-17	Paper
Convergence of some integrals associated with Bessel processes	2001-10-22	Paper
On the strong and weak solutions of stochastic differential equations governing Bessel processes	2001-10-16	Paper
Qualitative behaviour of solutions of stochastic differential equations with singular coefficients	2001-05-13	Paper
Some distributional properties of a Brownian motion with a drift and an extension of P. Lévy's theorem	2001-05-02	Paper
The vector stochastic integral in the first fundamental theorem of the mathematics of finance	1999-07-04	Paper

Research outcomes over time

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