Affine processes under parameter uncertainty T Fadina, A Neufeld, T Schmidt Probability, uncertainty and quantitative risk 4, 1-35, 2019 | 40 | 2019 |
Parametric measures of variability induced by risk measures F Bellini, T Fadina, R Wang, Y Wei Insurance: Mathematics and Economics 106, 270-284, 2022 | 21 | 2022 |
Default ambiguity T Fadina, T Schmidt Risks 7 (2), 64, 2019 | 11 | 2019 |
A Framework for Measures of Risk under Uncertainty T Fadina, Y Liu, R Wang Available at SSRN 3943660, 2021 | 9 | 2021 |
One axiom to rule them all: A minimalist axiomatization of quantiles T Fadina, P Liu, R Wang SIAM Journal on Financial Mathematics 14 (2), 644-662, 2023 | 4 | 2023 |
Weak approximation of G-expectation with discrete state space T Fadina, F Herzberg SSRN Electronic Journal 2394317, 2015 | 4 | 2015 |
One axiom to rule them all: An axiomatization of quantiles T Fadina, P Liu, W Ruodu SSRN Electronic Journal 3944312, 2021 | 1 | 2021 |
Ambiguity in defaultable term structure models T Fadina, T Schmidt arXiv preprint arXiv:1801.10498, 2018 | 1 | 2018 |
The Unfairness of ε-Fairness T Schmidt, TR Fadina Available at SSRN 4853287, 2024 | | 2024 |
The Unfairness of -Fairness T Fadina, T Schmidt arXiv preprint arXiv:2405.09360, 2024 | | 2024 |
Optimal reinsurance with model uncertainty T Fadina | | 2023 |
Optimal Reinsurance with Multivariate Risks and Dependence Uncertainty T Fadina, J Hu, P Liu, Y Xia Available at SSRN 4385711, 2023 | | 2023 |
Parametric measures of variability induced by risk measures T Fadina, F Bellini, R Wang, Y Wei arXiv, 2021 | | 2021 |
Hyperfinite construction of G-expectation T Fadina, F Herzberg Stochastics 91 (1), 52-66, 2019 | | 2019 |
Nonstandard analysis for G-Stochastic calculus TR Fadina Universitätsbibliothek Bielefeld, 2015 | | 2015 |
Weak approximation of G-expectation T Fadina, F Herzberg Center for Mathematical Economics Working Papers, 2014 | | 2014 |
Fourier methods for pricing early-exercise options under levy dynamics TR Fadina Stellenbosch: Stellenbosch University, 2012 | | 2012 |