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Platen, Eckhard
17
Heath, David
7
Artzner, Philippe
3
Delbaen, Freddy
3
Ku, Hyejin
3
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2
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2
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2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Finance and stochastics
4
Applied mathematical finance
2
The journal of asset management
2
Annals of operations research
1
Australian economic papers
1
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1
Giornale degli economisti e annali di economia
1
Journal de la Société de Statistique de Paris
1
Mathematics of operations research
1
Risk : managing risk in the world's financial markets
1
The Kyoto economic review
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OLC EcoSci
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657
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303
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4
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1
ARTICLES - A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
Heath, David
;
Platen, Eckhard
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 385-414
Persistent link: https://www.econbiz.de/10008216772
Saved in:
2
Heavy Tails and Long Range Dependence in On-Off Processes and Associated Fluid Models
Heath, David
;
Resnick, Sidney
;
Samorodnitsky, Gennady
- In:
Mathematics of operations research
23
(
1998
)
1
,
pp. 145-165
Persistent link: https://www.econbiz.de/10006419965
Saved in:
3
Pareto Equilibria with coherent measures of risk
Heath, David
;
Ku, Hyejin
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 163-172
Persistent link: https://www.econbiz.de/10008214821
Saved in:
4
ARTICLES - Coherent Measures of Risk
Artzner, Philippe
;
Delbaen, Freddy
;
Eber, Jean-Marc
; …
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 203-228
Persistent link: https://www.econbiz.de/10008218350
Saved in:
5
Coherent multiperiod risk adjusted values and Bellman’s principle
Artzner, Philippe
;
Delbaen, Freddy
;
Eber, Jean-Marc
; …
-
2007
Persistent link: https://www.econbiz.de/10008222003
Saved in:
6
Consistency among trading desks
Heath, David
;
Ku, Hyejin
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 331-340
Persistent link: https://www.econbiz.de/10008222487
Saved in:
7
THINKING COHERENTLY - Generalised scenatios rather than VAR should be used when calculating regulatory capital
Artzner, Philippe
;
Delbaen, Freddy
;
Eber, jean-Marc
; …
- In:
Risk : managing risk in the world's financial markets
10
(
1997
)
11
,
pp. 68-72
Persistent link: https://www.econbiz.de/10007066749
Saved in:
8
Weighted norm inequalities and hedging in incomplete markets
Delbaen, F.
;
Monat, P.
;
Schachermayer, W.
;
Schweizer, M.
; …
- In:
Finance and stochastics
1
(
1997
)
3
,
pp. 181-228
Persistent link: https://www.econbiz.de/10008219551
Saved in:
9
Numerical Solution of SDE through Computer Experiments
Kloeden, Peter E.
;
Platen, Eckhard
;
Schurz, Henry
; …
- In:
Giornale degli economisti e annali di economia
54
(
1995
)
4-6
,
pp. 278-280
Persistent link: https://www.econbiz.de/10006535236
Saved in:
10
Numerical Solution of SDE Through Computer Experiments
Koeden, Peter E.
;
Platen, Eckhard
;
Schurz, Henri
;
Ny, …
- In:
Journal de la Société de Statistique de Paris
136
(
1995
)
3
,
pp. 103
Persistent link: https://www.econbiz.de/10006797259
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