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 101-120 of 284 (Search time: 0.003 seconds).

PreviewAuthor(s)TitleTypeIssue Date
101Reda, Ranja Rotational Invariant Importance SamplingPräsentation Presentation2009
102Schmock, Uwe Generalization of the Dybvig-Ingersoll-Ross Theorem and Asymptotic MinimalityPräsentation Presentation2009
103Hubalek, Friedrich On Fourier and Laplace transform methods for simple, multi-asset, and path-dependent options/accuracy and efficiencyPräsentation Presentation2009
104Dengler, Barbara On the Asymptotic Variance of the Estimator of Kendall's Tau for the t-DistributionPräsentation Presentation2009
105Dengler, Barbara On the Asymptotic Variance of the Estimator of Kendall's Tau for the t-DistributionPräsentation Presentation2009
106Schmock, Uwe Numerisch stabile Verallgemeinerung der Panjer-Rekursion und Anwendung auf abhängige KreditrisikenPräsentation Presentation2009
107Leitner, Johannes Robust Martingale Representation Results for Marked Point ProcessesPräsentation Presentation2009
108Reda, Ranja On the Fatou Property for Quasi-Convex FunctionsPräsentation Presentation2009
109Gerhold, Stefan Lindelöf integral representations and asymptotic analysis of a certain power series with closed-form coefficientsPräsentation Presentation2009
110Reda, Ranja Introduction to Risk Measures (Part II)Präsentation Presentation2009
111Gerhold, Stefan Non-Holonomic Sequences and FunctionsPräsentation Presentation2009
12Leitner, Johannes A robust Predictable Martingale Representation Property for Marked Point Processes and Super-Additive Insurance MarketsPräsentation Presentation2009
13Rásonyi, Miklós ; Schachermayer, Walter ; Warnung, Richard Hiding a DriftArtikel Article2009
14Schachermayer, Walter ; Teichmann, Josef Characterization of optimal Transport Plans for the Monge-Kantorovich-ProblemArtikel Article2009
15Klöppel, Susanne ; Reda, Ranja ; Schachermayer, Walter A rotationally invariant technique for rare event simulationArtikel Article2009
16Gerhold, Stefan The Shape of the Value Sets of Linear Recurrence SequencesArtikel Article2009
17Gerhold, Stefan Asymptotic Analysis of Some Discrete Distributions by the Saddle Point MethodArtikel Article2009
18Hubalek, Friedrich ; Sgarra, Carlo On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumpsArtikel Article2009
19Shevchenko, Pavel ; Temnov, Gregory Modeling operational risk data reported above a time-varying thresholdArtikel Article2009
20Kupper, Michael ; Schachermayer, Walter Representation Results for Law Invariant Time Consistent FunctionsArtikel Article2009