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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Subject:  Modeling and Simulation

Results 1-3 of 3 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Ekeland, Ivar ; Schachermayer, Walter Law invariant risk measures on $(R^d)$Artikel Article2011
2Hubalek, Friedrich ; Sgarra, Carlo On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumpsArtikel Article2009
3Gerhold, Stefan ; Glebsky, Lev ; Schneider, Carsten ; Weiss, Howard ; Zimmermann, Burkhard Computing the complexity for Schelling segregation modelsArtikel Article2008