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Ordered contribution allocations: Theoretical properties and applications
Cheridito, Patrick; Kromer, Eduard - In: Journal of risk 14 (2011) 1, pp. 123-123
Persistent link: https://www.econbiz.de/10009343258
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A reduced-form contingent convertible bond model with deterministic conversion intensity
Cheridito, Patrick; Xu, Zhikai - In: Journal of risk 17 (2014/15) 3, pp. 1-18
Persistent link: https://www.econbiz.de/10011298892
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Ordered contribution allocations : theoretical properties and applications
Cheridito, Patrick; Kromer, Eduard - In: Journal of risk 14 (2011/12) 1, pp. 123-135
Persistent link: https://www.econbiz.de/10011301313
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A Fourier approach to the computation of conditional value-at-risk and optimized certainty equivalents
Drapeau, Samuel; Kupper, Michael; Papapantoleon, Antonis - In: Journal of risk 16 (2013/14) 6, pp. 3-29
Persistent link: https://www.econbiz.de/10010476246