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External risk measures and Basel accords
Kou, Steven, (2013)
Risk measures and capital requirements : a critique of the Solvency II approach
Floreani, Alberto, (2013)
Basel risk weight functions and forward-looking expected credit losses
Eleftherios, Vlachostergios, (2019)
An integrated axiomatic approach to the existence of ordinal and cardinal utility functions
Jarrow, Robert A., (1987)
Beliefs and arbitrage pricing
Pricing interest rate options
Jarrow, Robert A., (1995)