Browsing by Keywords "Coherent risk measures"

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    • Measures of model uncertainty and calibrated option bounds 

      Pınar, M. Ç. (Taylor & Francis, 2009)
      Recently, Cont introduced a quantitative framework for measuring model uncertainty in the context of derivative pricing [Model uncertainty and its impact on the pricing of derivative instruments, Math. Finance, 16(3) (2006), ...

    • Optimal timing of living-donor liver transplantation under risk-aversion 

      Köse, Ümit Emre (Bilkent University, 2016-08)
      Liver transplantation, which can be performed from either living-donors or cadavers, is the only viable treatment for end-stage liver diseases. In this study, we focus on living-donor liver transplantation. The timing of ...