Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES | Mathematical Finance |
| 48 | 2015 |
Polynomial diffusion models for life insurance liabilities | Insurance: Mathematics and Economics |
| 12 | 2016 |
Risk-minimization for life insurance liabilities with basis risk | Mathematics and Financial Economics |
| 13 | 2015 |
Financial asset price bubbles under model uncertainty | Probability, Uncertainty and Quantitative Risk |
| 4 | 2017 |
On Hedging American Options under Model Uncertainty | SIAM Journal on Financial Mathematics |
| 24 | 2015 |