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

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Date Issued:  [2000 TO 2022]

Results 1-20 of 284 (Search time: 0.002 seconds).

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