Documents (MSC Codes)

• [Multi angle] Optimal reinsurance via BSDEs in a partially observable contagion model / Author of the conference Ceci, Claudia. -Marseille : CIRM
  
• [Multi angle] Set-valued risk measures of non-convex portfolios / Author of the conference Molchanov, Ilya. -Marseille : CIRM
  
• [Multi angle] Pricing without martingale measure / Author of the conference Carassus, Laurence. -Marseille : CIRM
  
• [Multi angle] Affine Volterra processes and models for rough volatility / Author of the conference Larsson, Martin. -Marseille : CIRM
  
• [Multi angle] Market delay and $G$-expectations / Author of the conference Dolinsky, Yan. -Marseille : CIRM
  
• [Multi angle] Arbitrages in a progressive enlargement of filtration / Author of the conference Jeanblanc, Monique. -Marseille : CIRM
  

Linked documents : [6 document(s)]