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Risk and decision analysis
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131
QVI characterization of contingent options in marine mutual insurance
Yuan, Jiguang
;
Liu, John J.
- In:
Risk and decision analysis
2
(
2010/11
)
2
,
pp. 75-83
Persistent link: https://www.econbiz.de/10009304897
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132
Information and reputation influences in stock investment decisions : forward vs. backward herd behaviors of disposed and anti-disposed effect investors
Park, Junsu
;
Kim, Do-yeong
- In:
Risk and decision analysis
2
(
2010/11
)
4
,
pp. 257-270
Persistent link: https://www.econbiz.de/10009537816
Saved in:
133
An integral representation theorem of g-expectations
Chen, Zengjing
;
Sulem, Agnès
- In:
Risk and decision analysis
2
(
2010/11
)
4
,
pp. 145-255
Persistent link: https://www.econbiz.de/10009537817
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134
Non-Gaussian optimization model for systematic portfolio allocation : how to take advantage of market turbulence?
Ndiaye, Papa Momar
- In:
Risk and decision analysis
2
(
2010/11
)
4
,
pp. 237-244
Persistent link: https://www.econbiz.de/10009537818
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135
w-MPS risk aversion and continuous-time MV analysis in presence of Lévy jumps
Ma, Chenghu
- In:
Risk and decision analysis
2
(
2010/11
)
4
,
pp. 221-236
Persistent link: https://www.econbiz.de/10009537819
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136
Monte Carlo methods for pricing and hedging American options in high dimension
Caramellino, Lucia
;
Zanette, Antonino
- In:
Risk and decision analysis
2
(
2010/11
)
4
,
pp. 207-220
Persistent link: https://www.econbiz.de/10009537820
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137
Some estimates in extended stochastic volatility models of Heston type
Bally, V.
;
De Marco, Stefano
- In:
Risk and decision analysis
2
(
2010/11
)
4
,
pp. 195-206
Persistent link: https://www.econbiz.de/10009537821
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138
Reduced basis for vanilla and basket options
Pironneau, Olivier
- In:
Risk and decision analysis
2
(
2010/11
)
4
,
pp. 185-194
Persistent link: https://www.econbiz.de/10009537822
Saved in:
139
Introduction: Computational theories and techniques in finance
In:
Risk and decision analysis
2
(
2010/11
)
4
,
pp. 181-183
Persistent link: https://www.econbiz.de/10009537823
Saved in:
140
Special issue: Computational theories and techniques in finance
2010
Persistent link: https://www.econbiz.de/10009537824
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