Publicaciones en colaboración con investigadores/as de Universidad de Navarra (3)

2009

  1. Portfolio choice and optimal hedging with general risk functions: A simplex-like algorithm

    European Journal of Operational Research, Vol. 192, Núm. 2, pp. 603-620

  2. Properties of distortion risk measures

    Methodology and Computing in Applied Probability, Vol. 11, Núm. 3 SPEC. ISS., pp. 385-399

2007

  1. Risk-neutral valuation with infinitely many trading dates

    Mathematical and Computer Modelling, Vol. 45, Núm. 11-12, pp. 1308-1318