Projects per year
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Projects
- 1 Finished
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"Risk measures under model uncertainty: A Bayesian viewpoint"
Klein, I., Cuchiero, C. & Gazzani, G., 2023, In: Frontiers of Mathematical Finance. 2, 4, p. 438-477 39 p.Publications: Contribution to journal › Article › Peer Reviewed
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Risk measures under model uncertainty: a Bayesian viewpoint
Cuchiero, C., Klein, I. & Gazzani, G., 2022, arXiv.org.Publications: Working paper › Preprint
Open Access -
A Fundamental Theorem of Asset Pricing for Continuous Time Large Financial Markets in a Two Filtration Setting
Cuchiero, C., Klein, I. & Teichmann, J., 2020, In: Theory of Probability and Its Applications. 65, 3, p. 388-404 17 p.Publications: Contribution to journal › Article › Peer Reviewed
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"Some thoughts on large financial markets under model uncertainty (discrete time)"
Irene Klein (Speaker)
6 Oct 2023Activity: Talks and presentations › Talk or oral contribution › Science to Science
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Defensio Guido Gazzani
Christa Cuchiero (Advisor) & Irene Klein (Advisor)
Mar 2023Activity: Consultancy › Research
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