Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab)

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Primary Data

Project Acronym Projekt Kurzbezeichnung
FAM: CDL PRisMa
 
Project Title (de) Projekttitel (de)
Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab)
 
Project Title (en) Projekttitel (en)
Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab)
 
Consortium Coordinator Koordinator des Konsortiums
 
Principal Investigator Projektleiter_in
 

Grants

Funder/Funding Agency Fördergeber
CDG Christian Doppler Forschungsgesellschaft

Publications

Results 1-20 of 284 (Search time: 0.003 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Drapeau, Samuel ; Kupper, Michael ; Reda, Ranja A note on robust representations of law-invariant quasiconvex functionsBuchbeitrag Book Contribution2011
2Kazianka, Hannes ; Pilz, Jürgen Model-Based GeostatisticsBuchbeitrag Book Contribution 2011
3Blümmel, Tilmann Brownian Moving Averages and Applications Towards Interest Rate ModellingPräsentation Presentation2011
4Hirhager, Karin Adapted DependencePräsentation Presentation2011
5Hirz, Jonas Optimizing Investment Strategies under a General Approach to Cost-EfficiencyPräsentation Presentation2011
6Schmock, Uwe Modellierung und Schätzung stochastischer AbhängigkeitenPräsentation Presentation2011
7Porkert, Piet On Weak Solutions to Stochastic Differential Equations in Finite and Infinite DimensionsPräsentation Presentation2011
8Hirz, Jonas Design of Optimal Cost-Efficient Payoffs and Corresponding Investment ContractsPräsentation Presentation2011
9Hubalek, F. ; Kyprianou, E. Old and new examples of scale functions for spectrally negative Levy processesKonferenzbeitrag Inproceedings2011
10Prokaj, Vilmos ; Rásonyi, Miklós ; Schachermayer, Walter Hiding a constant drift.Artikel Article 2011
11Gerhold, Stefan The Longstaff-Schwartz Algorithm for Lévy Models: Results on Fast and Slow ConvergenceArtikel Article 2011
12Beiglböck, Mathias ; Schachermayer, Walter Duality for Borel measurable cost functionsArtikel Article 2011
13Kazianka, Hannes ; Mulyk, Michael ; Pilz, Jürgen A Bayesian approach to estimating linear mixtures with unknown covariance structureArtikel Article 2011
14Hubalek, Friedrich ; Kuznetsov, Alexey A convergent series representation for the density of the supremum of a stable processArtikel Article 2011
15Hubalek, Friedrich ; Posedel, Petra Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility modelsArtikel Article 2011
16Ekeland, Ivar ; Schachermayer, Walter Law invariant risk measures on $(R^d)$Artikel Article2011
17Hubalek, Friedrich ; Sgarra, Carlo On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumpsArtikel Article 2011
18Kazianka, Hannes ; Pilz, Jürgen Bayesian spatial modeling and interpolation using copulasArtikel Article 2011
19Gerhold, Stefan Counting Finite Languages by Total Word LengthArtikel Article2011
20Keller-Ressel, Martin ; Schachermayer, Walter ; Teichmann, Josef Affine processes are regularArtikel Article 2011