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Multivariate risk measures : a constructive approach based on selections
Molčanov, Il'ja S.; Cascos, Ignacio - In: Mathematical finance : an international journal of … 26 (2016) 4, pp. 867-900
Persistent link: https://www.econbiz.de/10011583808
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Link-save trading
Kaval, K.; Molčanov, Il'ja S. - In: Journal of mathematical economics 42 (2006) 6, pp. 710-728
Persistent link: https://www.econbiz.de/10003376552
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Nonlinear expectations of random sets
Molčanov, Il'ja S.; Mühlemann, Anja - In: Finance and stochastics 25 (2021) 1, pp. 5-41
Persistent link: https://www.econbiz.de/10012433510
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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