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Optimal asset allocation for a bank under risk control
Perera, Ryle S.; Sato, Kimitoshi - In: International journal of financial engineering 5 (2018) 3, pp. 1-27
Persistent link: https://www.econbiz.de/10011923030
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Pricing European options and risk measurement under exponential Lévy models : a practical guide
Salhi, Khaled - In: International journal of financial engineering 4 (2017) 2/3, pp. 1-36
Persistent link: https://www.econbiz.de/10011777826
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Pricing kernel factorization and recovery theorem
Diffouo, Pauline M. Ngugnie; Noupoue, Yves Y. Yameni - In: International journal of financial engineering 7 (2020) 3, pp. 1-27
Persistent link: https://www.econbiz.de/10012603067