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Coherent and convex monetary risk measures for unbounded cádlág processes
Cheridito, Patrick; Delbaen, Freddy; Kupper, Michael - In: Finance and stochastics 9 (2005) 3, pp. 369-388
Persistent link: https://www.econbiz.de/10008214295
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Arbitrage in fractional Brownian motion models
Cheridito, Patrick - In: Finance and stochastics 7 (2003) 4, pp. 533
Persistent link: https://www.econbiz.de/10008215548
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Coherent and convex monetary risk measures for unbounded càdlàg processes
Cheridito, Patrick; Delbaen, Freddy; Kupper, Michael - In: Finance and stochastics 10 (2006) 3, pp. 427
Persistent link: https://www.econbiz.de/10008222482
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Utility maximization under increasing risk aversion in one-period models
Cheridito, Patrick; Summer, Christopher - In: Finance and stochastics 10 (2006) 1, pp. 147
Persistent link: https://www.econbiz.de/10008222873
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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 NOTE ON THE DAI-SINGLETON CANONICAL REPRESENTATION OF AFFINE TERM STRUCTURE MODELS
Cheridito, Patrick; Filipovic, Damir; Kimmel, Robert L. - In: Mathematical finance : an international journal of … 20 (2010) 3, pp. 509-520
Persistent link: https://www.econbiz.de/10008425295
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Market price of risk specifications for affine models: Theory and evidence
Cheridito, Patrick; Filipović, Damir; Kimmel, Robert L. - In: Journal of financial economics 83 (2007) 1, pp. 123-170
Persistent link: https://www.econbiz.de/10007772568
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RISK MEASURES ON ORLICZ HEARTS
Cheridito, Patrick; Li, Tianhui - In: Mathematical finance : an international journal of … 19 (2009) 2, pp. 189-214
Persistent link: https://www.econbiz.de/10008227532