New perspective to capital allocation rules in a dynamic setting

Emanuela Rosazza Gianin
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Market Making and Derivative Pricing via Dynamic Conic Finance

Tao Chen
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Epic Math Battles: Nash vs. Pareto

Birgit Rudloff
May 11, 2022

Time consistency and set-valued Bellman’s principle: evidence from mean-risk problem and acceptability maximization

Gabriela Kovacova
May 11, 2022

Convex measures of model risk for option hedging and nonlinear Black Scholes equations

Rüdiger Frey
May 11, 2022

Time Consistency of Scalar Multivariate Risk Measures and the Moving Scalarization

Zachary Feinstein
May 11, 2022

American and exotic options in a market with frictions

Gero Junike
May 10, 2022

Systemic risk measures: conditional and robust features

Marco Frittelli
May 10, 2022

E-backtesting risk measures

Ruodu Wang
May 10, 2022