Author:
RRschendorf Ludger,Vanduffel Steven
Reference70 articles.
1. Statistical Inference under Order Restrictions. The Theory and Application of Isotonic Regression;R E Barlow;Wiley Series in Probability and Mathematical Statistics,1972
2. The risk premium and the esscher transform in power markets;E Benth;Stochastic Analysis and Applications,2012
3. Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection;C Bernard;European Journal of operational research,2014
4. Explicit representation of cost-efficient strategies;P P Bernard;Finance,2014
5. Optimal claims with fixed payoff structure;L Bernard;Journal of Applied Probability,2014
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献