Volume 9; Issue 1

3

Contagion in Financial Systems: A Bayesian Network Approach

Year:
2018
Language:
english
File:
PDF, 392 KB
english, 2018
6

Worst-Case Range Value-at-Risk with Partial Information

Year:
2018
Language:
english
File:
PDF, 520 KB
english, 2018
7

Implied Volatility in Strict Local Martingale Models

Year:
2018
Language:
english
File:
PDF, 430 KB
english, 2018
10

Optimal Trading Policies for Wind Energy Producer

Year:
2018
Language:
english
File:
PDF, 1022 KB
english, 2018
11

American Options with Discontinuous Two-Level Caps

Year:
2018
Language:
english
File:
PDF, 561 KB
english, 2018
13

Duality and General Equilibrium Theory Under Knightian Uncertainty

Year:
2018
Language:
english
File:
PDF, 479 KB
english, 2018