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Report NEP-RMG-2013-04-20
This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stanley Miles issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-RMG
The following items were announced in this report:
- Irina Penner & Anthony Reveillac, 2013, "Risk measures for processes and BSDEs," Papers, arXiv.org, number 1304.4853, Apr.
- Yashkir, Olga & Yashkir, Yuriy, 2013, "Loss Given Default Modelling: Comparative Analysis," MPRA Paper, University Library of Munich, Germany, number 46147, Mar.
- Mensi, Walid & Beljid, Makram & Boubaker, Adel & Managi, Shunsuke, 2013, "Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold," MPRA Paper, University Library of Munich, Germany, number 44395, Feb.
- Youssef El-Khatib & Abdulnasser Hatemi-J, 2013, "On the pricing and hedging of options for highly volatile periods," Papers, arXiv.org, number 1304.4688, Apr.
- Yannis G. Yatracos, 2013, "Option pricing, Bayes risks and Applications," Papers, arXiv.org, number 1304.5156, Apr.