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~subject:"Distortion risk measure"
~subject:"Entropy"
~type_genre:"Aufsatz in Zeitschrift"
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Distortion risk measure
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Comparative and qualitative robustness for law-invariant risk measures
Krätschmer, Volker
;
Schied, Alexander
;
Zähle, Henryk
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 271-295
Persistent link: https://www.econbiz.de/10010340784
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2
Minimax theorems for American options without time-consistency
Belomestny, Denis
;
Hübner, Tobias
;
Krätschmer, Volker
; …
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 209-238
Persistent link: https://www.econbiz.de/10012023712
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3
Optimal stopping under uncertainty in drift and jump intensity
Krätschmer, Volker
;
Ladkau, Marcel
;
Laeven, Roger J. A.
; …
- In:
Mathematics of operations research
43
(
2018
)
4
,
pp. 1177-1209
Persistent link: https://www.econbiz.de/10011956978
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