Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Stochastic process"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Value-at-Risk bounds with two-...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Theorie
34
Theory
34
Portfolio selection
25
Portfolio-Management
25
Risikomaß
23
Risk measure
23
Risiko
21
Risk
21
Risk management
12
Risikomanagement
11
Value-at-Risk
7
Measurement
6
Messung
6
Stochastischer Prozess
6
Allocation
5
Allokation
5
Credit risk
5
Dependence uncertainty
5
Kreditrisiko
5
Decision under uncertainty
4
Entscheidung unter Unsicherheit
4
Option pricing theory
4
Optionspreistheorie
4
Positive dependence
4
expected shortfall
4
model uncertainty
4
Basel 3.5
3
Cost-efficient strategies
3
Esscher transform
3
Estimation theory
3
Factor analysis
3
Faktorenanalyse
3
Hedging
3
Mathematical programming
3
Mathematische Optimierung
3
Multivariate Verteilung
3
Multivariate distribution
3
Rearrangement algorithm
3
Risk aggregation
3
more ...
less ...
Online availability
All
Free
2
Undetermined
2
Type of publication
All
Article
4
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Graue Literatur
2
Non-commercial literature
2
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Conference paper
1
Hochschulschrift
1
Konferenzbeitrag
1
Working Paper
1
more ...
less ...
Language
All
English
6
Author
All
Rüschendorf, Ludger
5
Wolf, Viktor
3
Bank, Peter
1
Bergenthum, Jan
1
Bernard, Carole
1
Faugeras, Olivier
1
Hammerstein, Ernst August v.
1
Lux, Thibaut
1
Lütkebohmert, Eva
1
Papapantoleon, Antonis
1
more ...
less ...
Published in...
All
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Applied mathematical finance
1
Finance and stochastics
1
International journal of theoretical and applied finance
1
Working papers / TSE : WP
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Model uncertainty, improved Fréchet-Hoeffding bounds and applications in mathematical finance
Lux, Thibaut
-
2017
Persistent link: https://www.econbiz.de/10012194488
Saved in:
2
Risk excess measures induced by hemi-metrics
Faugeras, Olivier
;
Rüschendorf, Ludger
-
2018
Persistent link: https://www.econbiz.de/10013488890
Saved in:
3
Optimality of payoffs in Lévy models
Hammerstein, Ernst August v.
;
Lütkebohmert, Eva
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-46
Persistent link: https://www.econbiz.de/10010438495
Saved in:
4
Comparison of option prices in seminartingale models
Bergenthum, Jan
;
Rüschendorf, Ludger
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 222-249
Persistent link: https://www.econbiz.de/10003334918
Saved in:
5
On the method of optimal portfolio choice by cost-efficiency
Rüschendorf, Ludger
;
Wolf, Viktor
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011547051
Saved in:
6
Construction and hedging of optimal payoffs in Lévy models
Rüschendorf, Ludger
;
Wolf, Viktor
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 331-377)
.
2016
Persistent link: https://www.econbiz.de/10011800386
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
