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Results 1-10 of 14
Publication DateTitleAuthor(s)
18-Oct-2015Weak approximation of martingale representationsCont, R; LU, Y
4-Nov-2014On modeling economic default time: a reduced-form model approachGu, J-W; Jiang, B; Ching, W-K; Zheng, H
31-May-2013Taming animal spirits: risk management with behavioural factorsAndruszkiewicz, G; Davis, MHA; Lleo, S
7-Feb-2013Arbitrage bounds for prices of weighted variance swapsDavis, MHA; Obloj, J; Raval, V
26-Oct-2013Riemann-integration and a new proof of the Bichteler-Dellacherie theoremBeiglboeck, M; Siorpaes, P
1-Apr-2016Resilience to Contagion in Financial NetworksAmini, H; Cont, R; Minca, A
5-Jul-2016On the conditional small ball property of multivariate Lévy-driven moving average processesPakkanen, MS; Sottinen, T; Yazigi, A
17-Nov-2015What is the best risk measure in practice? A comparison of standard measuresEmmer, S; Kratz, M; Tasche, D
17-Dec-2015Convergence of BSΔEs driven by random walks to BSDEs: the case of (in)finite activity jumps with general driverMadan, D; Pistorius, M; Stadje, M
1-Oct-2018Contingent convertible bonds with the default risk premiumJang, HJ; Na, YH; Zheng, H