Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab)

View Statistics Email Alert RSS Feed

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

Filter:
Subject:  Applied Mathematics

Results 1-8 of 8 (Search time: 0.003 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Beiglböck, Mathias ; Schachermayer, Walter Duality for Borel measurable cost functionsArtikel Article2011
2Hubalek, Friedrich ; Sgarra, Carlo On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumpsArtikel Article2011
3Schachermayer, Walter ; Teichmann, Josef Characterization of optimal Transport Plans for the Monge-Kantorovich-ProblemArtikel Article2009
4Hubalek, Friedrich ; Sgarra, Carlo On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumpsArtikel Article2009
5Gerhold, Stefan ; Warnung, Richard Finding efficient recursions for risk aggregation by computer algebraArtikel Article2009
6Grandits, P. A regularity theorem for a Volterra integral equation of the third kindArtikel Article2008
7Gerhold, Stefan ; Glebsky, Lev ; Schneider, Carsten ; Weiss, Howard ; Zimmermann, Burkhard Computing the complexity for Schelling segregation modelsArtikel Article2008
8Klöppel, Susanne ; Schweizer, Martin Dynamic Indifference Valuation via Convex Risk MeasuresArtikel Article2007