The following pages link to Alexander S. Cherny (Q1762572):
Displayed 29 items.
- Item:Q1762572 (redirect page) (← links)
- Weighted V\@R and its properties (Q854285) (← links)
- Singular stochastic differential equations. (Q1762573) (← links)
- Dilatation monotone risk measures are law invariant (Q2463717) (← links)
- Pricing and hedging European options with discrete-time coherent risk (Q2463721) (← links)
- On the strong and weak solutions of stochastic differential equations governing Bessel processes (Q2702086) (← links)
- Some Distributional Properties of a Brownian Motion with a Drift and an Extension of P. Lévy's Theorem (Q2711133) (← links)
- (Q2725617) (← links)
- Convergence of Some Integrals Associated with Bessel Processes (Q2752948) (← links)
- (Q2907083) (← links)
- (Q3159179) (← links)
- RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK (Q3161735) (← links)
- Pricing with Coherent Risk (Q3532119) (← links)
- CAPITAL ALLOCATION AND RISK CONTRIBUTION WITH DISCRETE‐TIME COHERENT RISK (Q3608733) (← links)
- The vector stochastic integral in the first fundamental theorem of the mathematics of finance (Q4247916) (← links)
- Families of Consistent Probability Measures (Q4328527) (← links)
- On the Uniqueness in Law and the Pathwise Uniqueness for Stochastic Differential Equations (Q4442850) (← links)
- Limit Behavior of the "Horizontal-Vertical" Random Walk and Some Extensions of the Donsker-Prokhorov Invariance Principle (Q4442921) (← links)
- Qualitative behaviour of solutions of stochastic differential equations with singular coefficients (Q4523883) (← links)
- (Q4662403) (← links)
- (Q4802403) (← links)
- Invariant Distributions for Singular Stochastic Differential Equations (Q4818627) (← links)
- Separating Times for Measures on Filtered Spaces (Q4830856) (← links)
- On Minimization and Maximization of Entropy in Various Disciplines (Q4830865) (← links)
- (Q5493541) (← links)
- Equilibrium with coherent risk (Q6477109) (← links)
- Coherent measurement of factor risks (Q6477113) (← links)
- Pricing and hedging in incomplete markets with coherent risk (Q6477114) (← links)
- CAPM, rewards, and empirical asset pricing with coherent risk (Q6477115) (← links)