Stefan Kassberger

Available identifiers

zbMath Open kassberger.stefanMaRDI QIDQ483700

List of research outcomes

Publication	Date of Publication	Type
Sharing and growth in general random multiplicative environments	2018-02-16	Paper
Additive portfolio improvement and utility-efficient payoffs	2017-03-07	Paper
An alternative axiomatic characterisation of pricing operators	2017-01-17	Paper
Minimal \(q\)-entropy martingale measures for exponential time-changed Lévy processes	2014-12-17	Paper
Credit modeling under jump diffusions with exponentially distributed jumps -- stable calibration, dynamics and gap risk	2013-08-15	Paper
Efficient and robust portfolio optimization in the multivariate Generalized Hyperbolic framework	2013-03-14	Paper
Fair valuation of insurance contracts under Lévy process specifications	2008-08-22	Paper

Research outcomes over time

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