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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Filipović, Damir
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Frittelli, Marco
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Discussion paper / Centre for Economic Policy Research
20
Working paper / National Bureau of Economic Research, Inc.
17
NBER working paper series
16
IMF Working Papers
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Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
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The journal of corporate finance : contracting, governance and organization
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The journal of risk model validation
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Working paper / National Bank of Belgium
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Optimal numeraires for risk measures
Filipović, Damir
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 333-336
Persistent link: https://www.econbiz.de/10003683299
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Risk measures and capital requirements for processes
Frittelli, Marco
;
Scandolo, Giacomo
- In:
Mathematical finance : an international journal of …
16
(
2006
)
4
,
pp. 589-612
Persistent link: https://www.econbiz.de/10003394174
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