Showing results 1 to 4 of 4
| Title | Author(s) | Issue Date | Views | |
|---|---|---|---|---|
Elasticity approach to asset allocation in discrete time Journal:Risk and Decision Analysis | 2012 | |||
Equilibruim approach of asset pricing under Lévy process Journal:European Journal of Operational Research | 2012 | 72 | ||
Portfolio optimization in a regime-switching market with derivatives Journal:European Journal of Operational Research | 2014 | 68 | ||
Robust replication of volatility derivatives for time-changed Lévy Processes Proceeding/Conference:Insurance: Mathematics and Economics Congress | 2010 | 133 |