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