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Group cohesion under individual regulatory constraints
Coculescu, Delia; Delbaen, Freddy - In: Scandinavian actuarial journal 2022 (2022) 1, pp. 80-93
Persistent link: https://www.econbiz.de/10012872649
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Shareholder risk measures
Coculescu, Delia; Rochet, Jean-Charles - In: Mathematical finance : an international journal of … 28 (2018) 1, pp. 5-28
Persistent link: https://www.econbiz.de/10011969146
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On the law of one price
Courtault, Jean-Michael; Delbaen, Freddy; Kabanov, Jurij M. - In: Finance and stochastics 8 (2004) 4, pp. 525-530
Persistent link: https://www.econbiz.de/10002261465
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Representation of the penalty term of dynamic concave utilities
Delbaen, Freddy; Peng, Shige; Rosazza Gianin, Emanuela - In: Finance and stochastics 14 (2010) 3, pp. 449-472
Persistent link: https://www.econbiz.de/10010216492