Pages that link to "Item:Q5459962"
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The following pages link to OPTIMAL NUMERAIRES FOR RISK MEASURES (Q5459962):
Displaying 15 items.
- Optimal martingale measures for defaultable assets (Q436296) (← links)
- Beyond cash-additive risk measures: when changing the numéraire fails (Q471176) (← links)
- Asset pricing in an imperfect world (Q683829) (← links)
- Capital requirements with defaultable securities (Q743142) (← links)
- Comment on Hovanov, Kolari and Sokolov: a stable currency numeraire? (Q953660) (← links)
- Best bounds for expected financial payoffs. II: Applications (Q1372065) (← links)
- Designing options given the risk: The optimal Skorokhod-embedding problem (Q1593624) (← links)
- Satisficing Measures for Analysis of Risky Positions (Q3117772) (← links)
- (Q3160493) (← links)
- On the optimal risk allocation problem (Q3417655) (← links)
- (Q3649182) (← links)
- On the price of risk in a mean-risk optimization model (Q4619512) (← links)
- (Q4729218) (← links)
- Optimal Design of Dynamic Default Risk Measures (Q4903036) (← links)
- A stable aggregate currency revisited: highlighting some fundamental issues (Q6093798) (← links)