Sfoglia per Autore

Mostrati risultati da 1 a 14 di 14
Titolo Data di pubblicazione Autore(i) File
Existence of radial solutions for quasilinear elliptic equations with singular nonlinearities 1-gen-2003 Acciaio, Beatrice; Pucci, Patrizia
Absolutely continuous optimal martingale measures 1-gen-2005 Acciaio, Beatrice
Forecasting corporate default probabilities with Survival Models in Affine Setting 1-gen-2007 Acciaio, Beatrice; P., Bordi; Stanghellini, Elena
Optimal risk sharing with non-monotone monetary functions 1-gen-2007 Acciaio, Beatrice
Optimal risk sharing with different reference probabilities 1-gen-2009 Acciaio, Beatrice; Svindland, G.
Short Note on Inf-Convolution Preserving the Fatou Property 1-gen-2009 Acciaio, Beatrice
An affine intensity model for large credit portfolios 1-gen-2010 Acciaio, Beatrice; S., Herzel
Optimal portfolio selection via conditional convex risk measures on L^p 1-gen-2011 Acciaio, Beatrice; Goldammer, V.
Dynamic convex risk measures 1-gen-2011 Acciaio, Beatrice; I., Penner
Risk assessment for uncertain cash flows: Model ambiguity, discounting ambiguity, and the role of bubbles 1-gen-2012 Acciaio, Beatrice; Foellmer, H.; Penner, I.
On the Lower Arbitrage Bound of American Contingent Claims 1-gen-2012 Acciaio, Beatrice; Svindland, G.
A trajectorial interpretation of Doob's martingale inequalities 1-gen-2013 Acciaio, Beatrice; Beiglboeck, M.; Penkner, F.; Schachermayer, W.; Temme, J.
Are law-invariant risk functions concave on distributions? 1-gen-2013 Acciaio, Beatrice; Svindland, Gregor
A model-free version of the Fundamental Theorem of Asset Pricing and the Super-Replication Theorem 1-gen-2013 Acciaio, Beatrice; M., Beiglböck; F., Penkner; W., Schachermayer
Mostrati risultati da 1 a 14 di 14
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