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Characterisation of optimal dual measures via distortion Michael Monoyios OriginalPaper Pages: 95 - 119
A mixed PDE-Monte Carlo approach for pricing credit default index swaptions Vlad BallyLucia CaramellinoAntonino Zanette OriginalPaper Open access Pages: 121 - 137
On the relationship between absolute prudence and absolute risk aversion Mario A. MaggiUmberto MagnaniMario Menegatti OriginalPaper Pages: 155 - 160