17 results on '"Cheridito, Patrick"'
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2. Variable Annuities with High Water Mark Withdrawal Benefit
3. Comment on 'Competitive Equilibria of Economies with a Continuum of Consumers and Aggregate Shocks' by J. Miao
4. Numerical Representation of Convex Preferences Over Anscombe-Aumann Acts
5. Portfolio Execution with a Dark Pool Under Stochastic Volatility and Liquidity
6. Optimal Trade Execution with a Dark Pool and Adverse Selection
7. A Reduced Form CoCo Model with Deterministic Conversion Intensity
8. Pricing and Hedging of Coco's
9. Optimal Execution Under Stochastic Volatility and Liquidity
10. Measuring and Allocating Systemic Risk
11. Reward-Risk Ratios
12. Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences
13. Dual Characterization of Properties of Risk Measures
14. A Note on the Dai-Singleton Canonical Representation of Affine Term Structure Models
15. Time-Inconsistency of VaR and Time-Consistent Alternatives
16. Time-Consistency of Indifference Prices and Monetary Utility Functions
17. Market Price of Risk Specifications for Affine Models: Theory and Evidence
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