NewEvery arXiv paper, its researchers & institutions — mapped.
papers

Publications (2)

q-fin.MF2018

On representing and hedging claims for coherent risk measures

Saul Jacka, Seb Armstrong, Abdelkarem Berkaoui

q-fin.MF2017

Multi-currency reserving for coherent risk measures

Saul Jacka, Seb Armstrong, Abdel Berkaoui