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There are 8894 results for: content related to: Coherent Measures of Risk

  1. Frequency-Nonselective Stochastic and Deterministic Channel Models

    Mobile Fading Channels

    Matthias Pätzold, Pages: 155–240, 2003

    Published Online : 6 OCT 2003, DOI: 10.1002/0470847808.ch6

  2. Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example

    Mathematical Finance

    Volume 9, Issue 2, April 1999, Pages: 153–182, Bjarne Hø Jgaard and Michael Taksar

    Article first published online : 25 DEC 2001, DOI: 10.1111/1467-9965.00066

  3. Optimal control policies for a periodic review inventory system with emergency orders

    Naval Research Logistics (NRL)

    Volume 45, Issue 2, March 1998, Pages: 187–204, Chi Chiang and Genaro J. Gutierrez

    Article first published online : 7 DEC 1998, DOI: 10.1002/(SICI)1520-6750(199803)45:2<187::AID-NAV4>3.0.CO;2-4

  4. Monotonicities in a Markov Chain Model for Valuing Corporate Bonds Subject to Credit Risk

    Mathematical Finance

    Volume 8, Issue 3, July 1998, Pages: 229–247, Masaaki Kijima

    Article first published online : 5 JAN 2002, DOI: 10.1111/1467-9965.00054

  5. Avian galanin: Cloning of complementary DNAs and characterization of transcripts in different tissues

    Journal of Experimental Zoology

    Volume 287, Issue 2, 1 July 2000, Pages: 183–190, Chie Kohchi and Kazuyoshi Tsutsui

    Article first published online : 13 JUL 2000, DOI: 10.1002/1097-010X(20000701)287:2<183::AID-JEZ9>3.0.CO;2-7

  6. Viability and Equilibrium in Securities Markets with Frictions

    Mathematical Finance

    Volume 9, Issue 3, July 1999, Pages: 275–292, Elyès Jouini and Hédi Kallal

    Article first published online : 25 DEC 2001, DOI: 10.1111/1467-9965.00071

  7. The Second Fundamental Theorem of Asset Pricing

    Mathematical Finance

    Volume 9, Issue 3, July 1999, Pages: 255–273, Robert A. Jarrow, Xing Jin and Dilip B. Madan

    Article first published online : 25 DEC 2001, DOI: 10.1111/1467-9965.00070

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    Control of expression and autoregulation of AGL15, a member of the MADS-box family

    The Plant Journal

    Volume 41, Issue 4, February 2005, Pages: 583–594, Cong Zhu and Sharyn E. Perry

    Article first published online : 22 DEC 2004, DOI: 10.1111/j.1365-313X.2004.02320.x

  9. Put Option Premiums and Coherent Risk Measures

    Mathematical Finance

    Volume 12, Issue 2, April 2002, Pages: 135–142, Robert Jarrow

    Article first published online : 7 MAR 2003, DOI: 10.1111/1467-9965.02003

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    The role of floral organs in carpels, an Arabidopsis loss-of-function mutation in MicroRNA160a, in organogenesis and the mechanism regulating its expression

    The Plant Journal

    Volume 62, Issue 3, May 2010, Pages: 416–428, Xiaodong Liu, Jian Huang, Yao Wang, Kanhav Khanna, Zhixin Xie, Heather A. Owen and Dazhong Zhao

    Article first published online : 3 FEB 2010, DOI: 10.1111/j.1365-313X.2010.04164.x

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    The role of DNA methylation, nucleosome occupancy and histone modifications in paramutation

    The Plant Journal

    Volume 63, Issue 3, August 2010, Pages: 366–378, Max Haring, Rechien Bader, Marieke Louwers, Anne Schwabe, Roel van Driel and Maike Stam

    Article first published online : 29 APR 2010, DOI: 10.1111/j.1365-313X.2010.04245.x

  12. The Market Model of Interest Rate Dynamics

    Mathematical Finance

    Volume 7, Issue 2, April 1997, Pages: 127–155, Alan Brace, Dariusz G¸atarek and Marek Musiela

    Article first published online : 5 JAN 2002, DOI: 10.1111/1467-9965.00028

  13. A Discrete-Time Intertemporal Asset Pricing Model: GE Approach with Recursive Utility

    Mathematical Finance

    Volume 8, Issue 3, July 1998, Pages: 249–275, Chenghu Ma

    Article first published online : 5 JAN 2002, DOI: 10.1111/1467-9965.00055

  14. Backward Stochastic Differential Equations in Finance

    Mathematical Finance

    Volume 7, Issue 1, January 1997, Pages: 1–71, N. El Karoui, S. Peng and M. C. Quenez

    Article first published online : 5 JAN 2002, DOI: 10.1111/1467-9965.00022

  15. Robustness of the Black and Scholes Formula

    Mathematical Finance

    Volume 8, Issue 2, April 1998, Pages: 93–126, Nicole El Karoui, Monique Jeanblanc-Picquè and Steven E. Shreve

    Article first published online : 5 JAN 2002, DOI: 10.1111/1467-9965.00047

  16. Applications of Eigenfunction Expansions in Continuous-Time Finance

    Mathematical Finance

    Volume 8, Issue 4, October 1998, Pages: 349–383, Alan L. Lewis

    Article first published online : 5 JAN 2002, DOI: 10.1111/1467-9965.00059

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    Polyhedral risk measures in electricity portfolio optimization

    PAMM

    Volume 4, Issue 1, December 2004, Pages: 7–10, Andreas Eichhorn, Werner Römisch and Isabel Wegner

    Article first published online : 5 NOV 2004, DOI: 10.1002/pamm.200410002

  18. European-Type Contingent Claims in an Incomplete Market with Constrained Wealth and Portfolio

    Mathematical Finance

    Volume 9, Issue 4, October 1999, Pages: 387–412, Jiongmin Yong

    Article first published online : 25 DEC 2001, DOI: 10.1111/1467-9965.00076

  19. Conversational Actions and Discourse Situations

    Computational Intelligence

    Volume 13, Issue 3, August 1997, Pages: 309–347, Massimo Poesio and David R. Traum

    Article first published online : 17 DEC 2002, DOI: 10.1111/0824-7935.00042

  20. Marine Geoid from Satellite Altimeter Data

    Chinese Journal of Geophysics

    Volume 46, Issue 4, July 2003, Pages: 667–674, Fuqing PENG, Ruihua ZHANG, Pan SHI, Zheren XIA, Yuanxi YANG

    Article first published online : 31 MAY 2013, DOI: 10.1002/cjg2.3386