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Biagini, Francesca
6
Rheinländer, Thorsten
3
Bregman, Yuliya
2
Meyer-Brandis, Thilo
2
Schweizer, Martin
2
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1
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Insurance / Mathematics & economics
3
Finance and stochastics
2
International review of financial analysis
1
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OLC EcoSci
ECONIS (ZBW)
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Equities, credits and volatilities: A multivariate analysis of the European market during the subprime crisis
Schreiber, Irene
;
Müller, Gernot
;
Klüppelberg, Claudia
; …
- In:
International review of financial analysis
24
(
2012
),
pp. 57-65
Persistent link: https://www.econbiz.de/10010046481
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2
An entropy approach to the Stein and Stein model with correlation
Rheinländer, Thorsten
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 399-414
Persistent link: https://www.econbiz.de/10008214293
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3
ARTICLES - Exponential Hedging and Entropic Penalties
Delbaen, Freddy
;
Grandits, Peter
;
Rheinländer, Thorsten
; …
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 99-124
Persistent link: https://www.econbiz.de/10008216393
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4
Mean-variance hedging for continuous processes: New proofs and examples
Pham, Huyên
;
Rheinländer, Thorsten
;
Schweizer, Martin
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 173-198
Persistent link: https://www.econbiz.de/10008218815
Saved in:
5
Mean-Variance Hedging for Stochastic Volatility Models
Biagini, Francesca
;
Guasoni, Paolo
;
Pratelli, Maurizio
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 109-124
Persistent link: https://www.econbiz.de/10008217837
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6
ON THE TIMING OPTION IN A FUTURES CONTRACT
Biagini, Francesca
;
Björk, Tomas
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 267-284
Persistent link: https://www.econbiz.de/10008221955
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7
Intensity-based premium evaluation for unemployment insurance products
Biagini, Francesca
;
Groll, Andreas
;
Widenmann, Jan
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 302-316
Persistent link: https://www.econbiz.de/10010148994
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8
LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS
Biagini, Francesca
;
Cretarola, Alessandra
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 669-690
Persistent link: https://www.econbiz.de/10008322208
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9
Pricing of catastrophe insurance options written on a loss index with reestimation
Biagini, Francesca
;
Bregman, Yuliya
;
Meyer-Brandis, Thilo
- In:
Insurance / Mathematics & economics
43
(
2008
)
2
,
pp. 214-222
Persistent link: https://www.econbiz.de/10008104614
Saved in:
10
Pricing of catastrophe insurance options written on a loss index with reestimation
Biagini, Francesca
;
Bregman, Yuliya
;
Meyer-Brandis, Thilo
- In:
Insurance / Mathematics & economics
43
(
2008
)
2
,
pp. 214-223
Persistent link: https://www.econbiz.de/10008880509
Saved in:
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