- Risk measure pricing and hedging in incomplete Department of Mathematics and Statistics, University of North Carolina, 9201 University City
- Joint Ventures, Risk Sharing and Optimal Contract Design
- Minimizing Conditional Value-at-Risk under Constraint on Expected Value
- Infinite Horizon Optimal Search Problem with Hiring and Firing Options
- Risk Minimizing Portfolio Optimization and Hedging with Conditional Value-at-Risk
- Joint Ventures and Risk Sharing Lloyd P. Blenman
- Minimizing Shortfall Risk Using Duality Approach -An Application to Partial Hedging in
- Parameter Estimation from Multinomial Trees to Jump Diffusions with K Means Clustering
- Pricing Asian Options in a Semimartingale Model Columbia University, Department of Statistics, New York, NY 10027, USA
- The Cost of Negative Returns Libor Pospisil, Columbia University, Department of Statistics, New York, NY 10027, USA
