List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Sharing and growth in general random multiplicative environments European Journal of Operational Research | 2018-02-16 | Paper |
| Additive portfolio improvement and utility-efficient payoffs Mathematics and Financial Economics | 2017-03-07 | Paper |
| An alternative axiomatic characterisation of pricing operators Journal of Applied Probability | 2017-01-17 | Paper |
| Minimal \(q\)-entropy martingale measures for exponential time-changed Lévy processes Finance and Stochastics | 2014-12-17 | Paper |
| Credit modeling under jump diffusions with exponentially distributed jumps -- stable calibration, dynamics and gap risk International Journal of Theoretical and Applied Finance | 2013-08-15 | Paper |
| Efficient and robust portfolio optimization in the multivariate Generalized Hyperbolic framework Quantitative Finance | 2013-03-14 | Paper |
| Fair valuation of insurance contracts under Lévy process specifications Insurance Mathematics & Economics | 2008-08-22 | Paper |
Research outcomes over time
This page was built for person: Stefan Kassberger
