|
| | Preview | Author(s) | Title | Type | Issue Date |
| 1 | | Prokaj, Vilmos ; Rásonyi, Miklós ; Schachermayer, Walter | Hiding a constant drift. | Artikel Article | 2011 |
| 2 | | Keller-Ressel, Martin ; Schachermayer, Walter ; Teichmann, Josef | Affine processes are regular | Artikel Article | 2011 |
| 3 | | Kazianka, Hannes ; Mulyk, Michael ; Pilz, Jürgen | A Bayesian approach to estimating linear mixtures with unknown covariance structure | Artikel Article | 2011 |
| 4 | | Hubalek, Friedrich ; Kuznetsov, Alexey | A convergent series representation for the density of the supremum of a stable process | Artikel Article | 2011 |
| 5 | | Ekeland, Ivar ; Schachermayer, Walter | Law invariant risk measures on $(R^d)$ | Artikel Article | 2011 |
| 6 | | Gerhold, Stefan | The Longstaff-Schwartz Algorithm for Lévy Models: Results on Fast and Slow Convergence | Artikel Article | 2011 |
| 7 | | Gerhold, Stefan ; Schmock, Uwe ; Warnung, Richard | A Generalization of the Panjer Recursion and Numerically Stable Risk Aggregation | Artikel Article | 2010 |
| 8 | | Grandits, Peter ; Temnov, Grigory | A global consistency result for the two-dimensional Pareto distribution in the presence of mis-specified inflation | Artikel Article | 2010 |
| 9 | | Gerhold, Stefan ; Zeiner, Martin | Convergence Properties of Kemp's q-Binomial Distribution | Artikel Article | 2010 |
| 10 | | Rásonyi, Miklós ; Schachermayer, Walter ; Warnung, Richard | Hiding a Drift | Artikel Article | 2009 |
| 11 | | Kupper, Michael ; Schachermayer, Walter | Representation Results for Law Invariant Time Consistent Functions | Artikel Article | 2009 |
| 12 | | Schachermayer, Walter ; Sîrbu, Mihai ; Taflin, Erik | In which Financial Markets do Mutual Fund Theorems hold true? | Artikel Article | 2009 |
| 13 | | Föllmer, H. ; Schachermayer, W. | Asymptotic Arbitrage and Large Deviations | Artikel Article | 2008 |
| 14 | | Guasoni, Paolo ; Rásonyi, Miklós ; Schachermayer, Walter | Consistent Price Systems and Face-Lifting Pricing under Transaction Costs | Artikel Article | 2008 |
| 15 | | Leitner, Johannes | Convex Pricing by a Generalized Entropy Penalty | Artikel Article | 2008 |
| 16 | | Grandits, Peter ; Hubalek, Friedrich ; Schachermayer, Walter ; Žigo, Mislav | Optimal expected exponential utility of dividend payments in a Brownian risk model | Artikel Article | 2007 |
| 17 | | Jeanblanc, Monique ; Klöppel, Susanne ; Miyahara, Yoshio | Minimal fq-martingale measures for exponential Lévy processes | Artikel Article | 2007 |
| 18 | | Grandits, P. ; Summer, C. | Risk averse asymptotics and the optional decomposition | Artikel Article  | 2007 |
