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Multivariate risks and depth-trimmed regions
Cascos, Ignacio; Molchanov, Ilya - In: Finance and Stochastics 11 (2007) 3, pp. 373-397
Persistent link: https://www.econbiz.de/10005184371
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Risk arbitrage and hedging to acceptability under transaction costs
Lépinette, Emmanuel; Molčanov, Il'ja S. - In: Finance and stochastics 25 (2021) 1, pp. 101-132
Persistent link: https://www.econbiz.de/10012433516