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Contingent Claim Pricing Using a Normal Inverse Gaussian Probability Distortion Operator
Godin, Frédéric; Mayoral, Silvia; Morales, Manuel - In: The journal of risk and insurance : the journal of the … 79 (2012) 3, pp. 841-867
Persistent link: https://www.econbiz.de/10010012430
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On the expected discounted penalty function for a perturbed risk process driven by a subordinator
Morales, Manuel - In: Insurance / Mathematics & economics 40 (2007) 2, pp. 293-301
Persistent link: https://www.econbiz.de/10007397162
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An insurance risk model with stochastic volatility
Biffis, Enrico; Morales, Manuel - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 52-67
Persistent link: https://www.econbiz.de/10008378695
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Vector Optimization Approach for Pricing and Hedging in Imperfect Markets
Balbás, Aleiandro; Mayoral, Silvia - In: INFOR : information systems and operational research 42 (2004) 3, pp. 217
Persistent link: https://www.econbiz.de/10006244630
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A method for determining risk aversion functions from uncertain market prices of risk
Gzyl, Henryk; Mayoral, Silvia - In: Insurance / Mathematics & economics 47 (2010) 1, pp. 84-90
Persistent link: https://www.econbiz.de/10008422775
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Corporation as a Crucial Ally Against Corruption
Calderón, Reyes; Álvarez-Arce, José Luis; Mayoral, Silvia - In: Journal of business ethics : JOBE 87 (2009) 1, pp. 319-332
Persistent link: https://www.econbiz.de/10008240890
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Determination of risk pricing measures from market prices of risk
Gzyl, Henryk; Mayoral, Silvia - In: Insurance / Mathematics & economics 43 (2008) 3, pp. 437-443
Persistent link: https://www.econbiz.de/10008149204
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Portfolio choice and optimal hedging with general risk functions: A simplex-like algorithm
Balbás, Alejandro; Balbás, Raquel; Mayoral, Silvia - In: European journal of operational research : EJOR 192 (2009) 2, pp. 603-620
Persistent link: https://www.econbiz.de/10008161344
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Semiparametric estimation of dynamic conditional expected shortfall models
Escanciano, Juan Carlos; Mayoral, Silvia - In: International journal of monetary economics and finance 1 (2008) 2, pp. 106-120
Persistent link: https://www.econbiz.de/10009925157
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Determination of the Probability Distribution Measures from Market Option Prices Using the Method of Maximum Entropy in the Mean
Gzyl, Henryk; Mayoral, Silvia - In: Applied mathematical finance 19 (2012) 4, pp. 299-313
Persistent link: https://www.econbiz.de/10009998599