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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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2
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
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