The following pages link to Ramin Okhrati (Q2352883):
Displaying 7 items.
- Itô's formula for finite variation Lévy processes: the case of non-smooth functions (Q2352884) (← links)
- Designing sound deposit insurances (Q2402397) (← links)
- “A Risk Model with Multilayer Dividend Strategy,” Hansjörg Albrecher and Jürgen Hartinger, April 2007 (Q5019772) (← links)
- LOCAL RISK MINIMIZATION OF CONTINGENT CLAIMS SIMULTANEOUSLY EXPOSED TO ENDOGENOUS AND EXOGENOUS DEFAULT TIMES (Q5061487) (← links)
- Representation and approximation of convex dynamic risk measures with respect to strong–weak topologies (Q5355177) (← links)
- Hedging the Risk of Delayed Data in Defaultable Markets (Q5382631) (← links)
- Modelling credit card exposure at default using vine copula quantile regression (Q6168620) (← links)
