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Latest additions: 2017-12-04 17:19 PDF Polynomial models in finance Ackerer, Damien Edouard ; Filipovic, Damir 2017 | Theses | Detailed record - Similar records 2017-05-30 17:06 Stochastic impulse control with regime-switching dynamics Korn, Ralf ; Melnyk, Yaroslav ; Seifried, Frank Thomas European Journal Of Operational Research, 260 (3), 1024-1042 (2017) 2017 | Journal Articles | Detailed record - Similar records 2017-05-01 17:04 Model Uncertainty And Scenario Aggregation Cambou, Mathieu ; Filipovic, Damir Mathematical Finance, 27 (2), 534-567 (2017) 2017 | Journal Articles | Detailed record - Similar records 2017-05-01 17:04 Linear-Rational Term Structure Models Filipovic, Damir ; Larsson, Martin ; Trolle, Anders B. Journal Of Finance, 72 (2), 655-704 (2017) 2017 | Journal Articles | Detailed record - Similar records 2017-02-17 12:13 Old-age provision: past, present, future Albrecher, Hansjorg ; Embrechts, Paul ; Filipovic, Damir ; Harrison, Glenn W.[...] European Actuarial Journal, 6 (2), 287-306 (2016) 2016 | Journal Articles | Detailed record - Similar records 2017-01-24 17:06 To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting Amini, Hamed ; Filipovic, Damir ; Minca, Andreea Operations Research, 64 (5), 1135-1142 (2016) 2016 | Journal Articles | Detailed record - Similar records 2017-01-24 17:06 Polynomial diffusions and applications in finance Filipovic, Damir ; Larsson, Martin Finance And Stochastics, 20 (4), 931-972 (2016) 2016 | Journal Articles | Detailed record - Similar records 2016-11-21 11:57 PDF Essays on Capital Calculation in Insurance Cambou, Mathieu Jacques David ; Filipovic, Damir ; Davison, Anthony C. 2016 | Theses | Detailed record - Similar records 2016-10-18 14:37 Fed funds futures variance futures Filipovic, Damir ; Trolle, Anders B. Quantitative Finance, 16 (9), 1413-1422 (2016) 2016 | Journal Articles | Detailed record - Similar records 2016-04-01 12:48 Uniqueness of equilibrium in a payment system with liquidation costs Amini, Hamed ; Filipovic, Damir ; Minca, Andreea Operations Research Letters, 44 (1), 1-5 (2016) 2016 | Journal Articles | Detailed record - Similar records [>> more]