The following pages link to Steven Vanduffel (Q325008):
Displaying 50 items.
- (Q92463) (redirect page) (← links)
- The minimum regularized covariance determinant estimator (Q92466) (← links)
- Stat trek. An interview with Christian Genest (Q325009) (← links)
- A note on Stein's lemma for multivariate elliptical distributions (Q394113) (← links)
- (Q492871) (redirect page) (← links)
- Rationalizing investors' choices (Q492872) (← links)
- Bounds for some general sums of random variables (Q631537) (← links)
- Correlation order, merging and diversification (Q659149) (← links)
- Distributions with given marginals: the beginnings. An interview with Giorgio Dall'Aglio (Q727655) (← links)
- On the construction of optimal payoffs (Q777925) (← links)
- Quantile of a mixture with application to model risk assessment (Q906348) (← links)
- Analytic bounds and approximations for annuities and Asian options (Q931209) (← links)
- (Q950091) (redirect page) (← links)
- Optimal approximations for risk measures of sums of lognormals based on conditional expectations (Q950092) (← links)
- On the parameterization of the CreditRisk\(^+\) model for estimating credit portfolio risk (Q998291) (← links)
- Some results on the CTE-based capital allocation rule (Q998305) (← links)
- Bounds and approximations for sums of dependent log-elliptical random variables (Q1023100) (← links)
- The hurdle-race problem. (Q1423369) (← links)
- My introduction to copulas. An interview with Roger Nelsen (Q1616351) (← links)
- The vine philosopher (Q1696999) (← links)
- Rearrangement algorithm and maximum entropy (Q1708515) (← links)
- Optimal strategies under omega ratio (Q1713773) (← links)
- Equivalent distortion risk measures on moment spaces (Q1726870) (← links)
- Block rearranging elements within matrix columns to minimize the variability of the row sums (Q1743640) (← links)
- A Stein type lemma for the multivariate generalized hyperbolic distribution (Q1753607) (← links)
- Upper bounds for strictly concave distortion risk measures on moment spaces (Q1799647) (← links)
- A provisioning problem with stochastic payments (Q1926876) (← links)
- A model-free approach to multivariate option pricing (Q2047036) (← links)
- Correlation matrices with average constraints (Q2197633) (← links)
- Range value-at-risk bounds for unimodal distributions under partial information (Q2212135) (← links)
- Fair allocation of indivisible goods with minimum inequality or minimum envy (Q2242281) (← links)
- On the computation of Wasserstein barycenters (Q2293547) (← links)
- A new efficiency test for ranking investments: application to hedge fund performance (Q2311175) (← links)
- Some Stein-type inequalities for multivariate elliptical distributions and applications (Q2343629) (← links)
- Risk bounds for factor models (Q2364531) (← links)
- Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection (Q2514719) (← links)
- Bounds for sums of random variables when the marginal distributions and the variance of the sum are given (Q2868599) (← links)
- AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING (Q2882689) (← links)
- (Q2968270) (← links)
- (Q2968298) (← links)
- Improving the Design of Financial Products in a Multidimensional Black-Scholes Market (Q3005355) (← links)
- Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables (Q3010444) (← links)
- A Note on ‘Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options’ by Tankov (2011) (Q3165500) (← links)
- Risk Measures and Comonotonicity: A Review (Q3424141) (← links)
- (Q3566016) (← links)
- A Note on the Suboptimality of Path-Dependent Pay-Offs in Lévy Markets (Q3652700) (← links)
- Optimal claims with fixed payoff structure (Q5245622) (← links)
- USING MODEL-INDEPENDENT LOWER BOUNDS TO IMPROVE PRICING OF ASIAN STYLE OPTIONS IN LÉVY MARKETS (Q5419642) (← links)
- Corrigendum and addendum to: ``Range value-at-risk bounds for unimodal distributions under partial information'' (Q6072270) (← links)
- Optimal multivariate financial decision making (Q6107002) (← links)
