N°14-38: Model Uncertainty and Scenario Aggregation, M. Cambou and D. Filipovic, 2014.
D. Filipović, M. Cambou
Working Papers
N°14-37: Concavity of the Consumption Function with Recursive Preferences, S. Malamud, 2014.
S. Malamud
Working Papers
N° 13-36: Sudden Spikes in Global Risk
P. Bacchetta, E. van Wincoop
Working Papers
Do Margin Regulation Measures Limit Excessive Leverage?
F. Kübler, K. Schmedders, J. Brumm
Roundups
Building Bridges Between Mathematics, Insurance and Finance
P. Embrechts, F. Durante, G. Puccetti and M. Scherer