Thomas Liebmann
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Sharing and growth in general random multiplicative environments European Journal of Operational Research | 2018-02-16 | Paper |
| Additive portfolio improvement and utility-efficient payoffs Mathematics and Financial Economics | 2017-03-07 | Paper |
| An alternative axiomatic characterisation of pricing operators Journal of Applied Probability | 2017-01-17 | Paper |
| Minimal \(q\)-entropy martingale measures for exponential time-changed Lévy processes Finance and Stochastics | 2014-12-17 | Paper |
| Fair valuation of insurance contracts under Lévy process specifications Insurance Mathematics & Economics | 2008-08-22 | Paper |
Research outcomes over time
This page was built for person: Thomas Liebmann
