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Publication DateArticle TitleAuthor(s)
8-Dec-2013The Self-Financing Equation in High Frequency MarketsCarmona, Rene; Webster, Kevin
2016Equilibrium Pricing in Incomplete Markets Under Translation Invariant PreferencesCheridito, Patrick; Horst, Ulrich; Kupper, Michael; Pirvu, Traian A
2013BSΔEs and BSDEs with non-Lipschitz drivers: Comparison, convergence and robustnessCheridito, Patrick; Stadje, Mitja
2015Conditional Analysis on ℝ𝑑Cheridito, Patrick; Kupper, Michael; Vogelpoth, Nicolas
2012Processes of Class Sigma, Last Passage Times, and DrawdownsCheridito, Patrick; Nikeghbali, Ashkan; Platen, Eckhard
2011Composition of time-consistent dynamic monetary risk measures in discrete timeCHERIDITO, PATRICK; KUPPER, MICHAEL
Feb-2014Controlling portfolio skewness and kurtosis without directly optimizing third and fourth momentsKim, Woo Chang; Fabozzi, Frank J; Cheridito, Patrick; Fox, Charles
2-Oct-2019FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery ControlFan, Jianqing; Ke, Y; Sun, Q; Zhou, WX
4-Oct-2018High-throughput in vivo mapping of RNA accessible interfaces to identify functional sRNA binding sites.Mihailovic, Mia K; Vazquez-Anderson, Jorge; Li, Yan; Fry, Victoria; Vimalathas, Praveen, et al
1-May-2018Risk-averse approximate dynamic programming with quantile-based risk measuresJiang, DR; Powell, William B