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Risk averse asymptotics in a Black–Scholes market on a finite time horizon
Grandits, Peter; Thonhauser, Stefan - In: Mathematical methods of operations research 74 (2011) 1, pp. 21-41
Persistent link: https://www.econbiz.de/10009251618
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Risk averse asymptotics in a Black-Scholes market on a finite time horizon
Grandits, Peter; Thonhauser, Stefan - In: Mathematical methods of operations research 74 (2011) 1, pp. 21-40
Persistent link: https://www.econbiz.de/10009270440
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An optimal reinsurance problem in the Cramér-Lundberg model
Cani, Arian; Thonhauser, Stefan - In: Mathematical methods of operations research 85 (2017) 2, pp. 179-205
Persistent link: https://www.econbiz.de/10011714415