A. Buch

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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!

PublicationDate of PublicationType
Coherent risk measures, coherent capital allocations and the gradient allocation principle
Insurance Mathematics & Economics
2008-08-22Paper
Pricing options with Green's functions when volatility, interest rate and barriers depend on time
Quantitative Finance
2008-05-15Paper


Research outcomes over time


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