Bounds for a sum of random variables under a mixture of normals von Kukush, A., Pupashenko, M.

Volltext

Reselling of European option if the implied volatility varies as Cox-Ingersoll-Ross process von Pupashenko, M., Kukush, A.

Volltext

On the characterization of premium principle with respect to pointwise comonotonicity von Dhaene, J., Kukush, A., Pupashenko, M.

Volltext