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Pricing European options and risk measurement under exponential Lévy models : a practical guide
Salhi, Khaled, (2017)
Forward exponential indifference valuation in an incomplete binomial model
Musiela, Marek, (2016)
Relative entropy criterion and CAPM-like pricing
Xanthopoulos, Stylianos Z., (2016)
Nonnegative risk components
Staum, Jeremy, (2015)
Fundamental theorems of asset pricing for good deal bounds
Staum, Jeremy, (2004)
Excess invariance and shortfall risk measures
Staum, Jeremy, (2013)