Number of items at this level: 233.
2025
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2016
2015
Detering, Nils und Packham, Natalie
(2015):
Model Risk in Incomplete Markets with Jumps.
In: Glau, Kathrin; Scherer, Matthias und Zagst, Rudi (eds.) :
Innovations in Quantitative Risk Management. Springer Proceedings in Mathematics & Statistics ((PROMS), Vol. 99. Cham: Springer. pp. 39-56
[PDF, 351kB]
2014
Gonon, Lukas und Rogers, L. C. G.
(2014):
Evolution of Firm Size.
In: International Journal of Theoretical and Applied Finance, Vol. 17, No. 05, 1450031
2013
Biagini, Francesca
ORCID: https://orcid.org/0000-0001-9801-5259
(2013):
Evaluating Hybrid Products: The Interplay Between Financial and Insurance Markets.
Seminar on Stochastic Analysis, Random Fields and Applications, Ascona, Schweiz, Mai 2011.
Dalang, Robert C.; Dozzi, Marco und Russo, Francesco (eds.) :
In: Seminar on Stochastic Analysis, Random Fields and Applications VII,
Basel: Birkhäuser. pp. 285-304
2012
Di Graziano, Guiseppe und Torricelli, Lorenzo
(2012):
Target volatility option pricing.
In: International Journal of Theoretical and Applied Finance, Vol. 15, No. 01: p. 1250005
2011
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2005
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2003
2002
2001
Biagini, Francesca
ORCID: https://orcid.org/0000-0001-9801-5259
(2001):
A Quadratic Approach To Interest Rates Models In Incomplete Markets.
Workshop of the Mathematical Finance Research Project, Konstanz, Deutschland, 5. – 7. Oktober 2000.
Kohlmann, Michael und Tang, Shanjian (eds.) :
In: Mathematical Finance. Workshop of the Mathematical Finance Research Project, Konstanz, Germany, October 5–7, 2000,
Basel: Birkhäuser. pp. 89-98
2000
1999
This list was generated on Sun Feb 9 09:28:55 2025 CET.