The following pages link to Thibaut Lux (Q1704146):
Displaying 5 items.
- Improved Fréchet-Hoeffding bounds on \(d\)-copulas and applications in model-free finance (Q1704147) (← links)
- Model-free bounds on value-at-risk using extreme value information and statistical distances (Q2415965) (← links)
- Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness (Q5037497) (← links)
- Value‐at‐Risk bounds with two‐sided dependence information (Q5241569) (← links)
- Cost-efficient payoffs under model ambiguity (Q6619586) (← links)
