Probability, Uncertainty and Quantitative Risk is now archived and no
longer receiving submissions with this publisher. All articles published in the journal during its time with Springer will remain fully searchable through our websites.
Volume 3, issue 1, December 2018
9 articles in this issue
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Optimal control with delayed information flow of systems driven by G-Brownian motion
Authors (first, second and last of 4)
- Francesca Biagini
- Thilo Meyer-Brandis
- Krzysztof Paczka
- Content type: Research
- Open Access
- Published: 20 October 2018
- Article: 8
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Pricing formulae for derivatives in insurance using Malliavin calculus
Authors
- Caroline Hillairet
- Ying Jiao
- Anthony Réveillac
- Content type: Research
- Open Access
- Published: 05 June 2018
- Article: 7
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Risk excess measures induced by hemi-metrics
Authors
- Olivier P. Faugeras
- Ludger Rüschendorf
- Content type: Research
- Open Access
- Published: 05 June 2018
- Article: 6
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Zero covariation returns
Authors
- Dilip B. Madan
- Wim Schoutens
- Content type: Research
- Open Access
- Published: 05 June 2018
- Article: 5
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Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle
Authors
- Ludger Overbeck
- Jasmin A. L. Röder
- Content type: Research
- Open Access
- Published: 05 June 2018
- Article: 4
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Information uncertainty related to marked random times and optimal investment
Authors
- Ying Jiao
- Idris Kharroubi
- Content type: Research
- Open Access
- Published: 10 May 2018
- Article: 3
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Arbitrage-free pricing of derivatives in nonlinear market models
Authors
- Tomasz R. Bielecki
- Igor Cialenco
- Marek Rutkowski
- Content type: Research
- Open Access
- Published: 21 April 2018
- Article: 2
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Continuous tenor extension of affine LIBOR models with multiple curves and applications to XVA
Authors
- Antonis Papapantoleon
- Robert Wardenga
- Content type: Research
- Open Access
- Published: 10 January 2018
- Article: 1
This is part of 1 collection: