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: 0.006 seconds).

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