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~type_genre:"Book section"
~type_genre:"Übersichtsarbeit"
~person:"Klüppelberg, Claudia"
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Klüppelberg, Claudia
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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
1
Risikomanagement und kapitalmarktorientierte Finanzierung : Festschrift zum 65. Geburtstag von Bernd Rudolph
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Approximationen erster Ordnung für operationelle Risiken unter Abhängigkeiten
Böcker, Klaus
;
Klüppelberg, Claudia
- In:
Risikomanagement und kapitalmarktorientierte …
,
(pp. 403-420)
.
2009
Persistent link: https://www.econbiz.de/10003861248
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2
Optimal consumption and investment with bounded downside risk for power utility functions
Klüppelberg, Claudia
;
Pergamenchtchikov, Serguei
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 133-170)
.
2009
Persistent link: https://www.econbiz.de/10003948439
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