| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A copula test space model: How to avoid the wrong copula choice |
0 |
0 |
0 |
121 |
0 |
0 |
0 |
418 |
| A new graphical tool for copula selection |
0 |
0 |
0 |
160 |
0 |
0 |
2 |
425 |
| Bounds for present value functions with stochastic interest rates and stochastic volatility |
0 |
0 |
0 |
70 |
1 |
1 |
1 |
287 |
| Copulas and the distribution of cash flows with mixed signs |
0 |
0 |
0 |
52 |
1 |
1 |
1 |
290 |
| Discrete annuities using truncate stochastic interest rates: The case of a Vasicek and Ho-Lee model |
0 |
0 |
0 |
131 |
0 |
0 |
0 |
424 |
| Exploring the ? copula construction method for Archimedean copulas: Discussion of three ? types |
0 |
0 |
1 |
61 |
1 |
1 |
3 |
363 |
| General annuities under truncate stochastic interest rates |
0 |
0 |
0 |
39 |
0 |
0 |
2 |
270 |
| On the pricing of options under limited information |
0 |
0 |
0 |
62 |
0 |
2 |
2 |
153 |
| Optimal moment bounds under multiple shape constraints |
0 |
0 |
0 |
20 |
1 |
1 |
1 |
96 |
| Path integrals as a tool for pricing interest rate contingent claims: The case of reflecting and absorbing boundaries |
0 |
0 |
0 |
75 |
0 |
1 |
4 |
214 |
| Risk management under incomplete information: Exact upper and lower bounds for the Value at Risk |
0 |
0 |
0 |
46 |
1 |
1 |
3 |
528 |
| Risk management under incomplete information: Exact upper and lower bounds for the probability to reach extreme values |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
145 |
| The comonotonicity coefficient: A new measure of positive dependence in a multivariate setting |
0 |
1 |
2 |
190 |
2 |
3 |
5 |
573 |
| Transition probabilities for diffusion equations by means of path integrals |
0 |
0 |
2 |
232 |
0 |
4 |
8 |
614 |
| Total Working Papers |
0 |
1 |
5 |
1,292 |
7 |
15 |
32 |
4,800 |
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