Alexander S. Cherny

Publication Activity (10 Years)

Years Active: 2006-2010
Publications (10 Years): 0

Publications

Alexander S. Cherny, Raphael Douady, Stanislav Molchanov
On measuring nonlinear risk with scarce observations. Finance Stochastics 14 (3) (2010)
Alexander S. Cherny
Pricing and hedging European options with discrete-time coherent risk. Finance Stochastics 11 (4) (2007)
Alexander S. Cherny, Pavel G. Grigoriev
Dilatation monotone risk measures are law invariant. Finance Stochastics 11 (2) (2007)
Alexander S. Cherny
Weighted V@R and its Properties. Finance Stochastics 10 (3) (2006)