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Risk-constrained portfolio choice under rank-dependent utility
Ghossoub, Mario; Zhu, Michael Boyuan - In: Finance and stochastics 29 (2025) 2, pp. 399-442
Persistent link: https://www.econbiz.de/10015394804
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Optimal insurance under maxmin expected utility
Birghila, Corina; Boonen, Tim J.; Ghossoub, Mario - In: Finance and stochastics 27 (2023) 2, pp. 467-501
Persistent link: https://www.econbiz.de/10014253653
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Correction note for ‘The large-maturity smile for the Heston model’
Bernard, Carole; Cui, Zhenyu; Forde, Martin; Jacquier, … - In: Finance and stochastics 17 (2012) 1, pp. 223-224
Persistent link: https://www.econbiz.de/10010057625
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Risk bounds for factor models
Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven; … - In: Finance and stochastics 21 (2017) 3, pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
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Cost-efficient payoffs under model ambiguity
Bernard, Carole; Junike, Gero; Lux, Thibaut; Vanduffel, … - In: Finance and stochastics 28 (2024) 4, pp. 965-997
Persistent link: https://www.econbiz.de/10015130486