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THINKING COHERENTLY - Generali...
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Delbaen, Freddy
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Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Finance and stochastics
6
Advances in mathematical economics
1
Annals of operations research
1
Finance : revue de l'Association Française de Finance
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OLC EcoSci
ECONIS (ZBW)
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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
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2
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:
3
Default Risk Insurance and Incomplete Markets
Artzner, Philippe
;
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
5
(
1995
)
3
,
pp. 187-196
Persistent link: https://www.econbiz.de/10008223518
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4
Approximate Completeness with Multiple Martingale Measures
Artzner, Philippe
- In:
Mathematical finance : an international journal of …
5
(
1995
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10008223677
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5
TWO MODELIZATION TOOLS IN INSURANCE AND FINANCE
Artzner, Philippe
- In:
Revue française de gestion : hommes et techniques
(
1995
)
102
,
pp. 109-117
Persistent link: https://www.econbiz.de/10007975088
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6
Definition and valuation of optional coupon reinvestment bonds
Artzner, Philippe
;
Roger, Patrick
- In:
Finance : revue de l'Association Française de Finance
14
(
1993
)
2
,
pp. 7-22
Persistent link: https://www.econbiz.de/10009918780
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7
Hedging bounded claims with bounded outcomes
Delbaen, Freddy
- In:
Advances in mathematical economics
8
(
2006
),
pp. 75-86
Persistent link: https://www.econbiz.de/10009902284
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8
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
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9
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
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10
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
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