Ausgabe 4/2017
Inhalt (6 Artikel)
Open Access
Optimal entry to an irreversible investment plan with non convex costs
Tiziano De Angelis, Giorgio Ferrari, Randall Martyr, John Moriarty
A simple trinomial lattice approach for the skew-extended CIR models
Xiaoyang Zhuo, Guangli Xu, Haoyan Zhang
An analytical study of norms and Banach spaces induced by the entropic value-at-risk
Amir Ahmadi-Javid, Alois Pichler