The following pages link to Stefan Kassberger (Q483700):
Displaying 7 items.
- Minimal \(q\)-entropy martingale measures for exponential time-changed Lévy processes (Q483702) (← links)
- Additive portfolio improvement and utility-efficient payoffs (Q513750) (← links)
- Fair valuation of insurance contracts under Lévy process specifications (Q939383) (← links)
- Sharing and growth in general random multiplicative environments (Q1698899) (← links)
- CREDIT MODELING UNDER JUMP DIFFUSIONS WITH EXPONENTIALLY DISTRIBUTED JUMPS — STABLE CALIBRATION, DYNAMICS AND GAP RISK (Q2842534) (← links)
- An alternative axiomatic characterisation of pricing operators (Q2956524) (← links)
- Efficient and robust portfolio optimization in the multivariate Generalized Hyperbolic framework (Q4911226) (← links)
