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Publications
- F. Forges, U. Horst, A. Salomon:
Feasibility and individual rationality in two-person Bayesian games.
International Journal of Game Theory 45(1), 11-36, 2016. [pdf]
Preprints
- T. Lux, A. Papapantoleon:
Improved Fréchet–Hoeffding bounds for d-copulas and applications in model-free finance.
Preprint, 2016. [pdf]
- K. Glau, Z. Grbac, A. Papapantoleon:
A unified view of LIBOR models.
Preprint, 2016. [pdf]
- Y. Armenti, S. Crépey, S. Drapeau A. Papapantoleon:
Multivariate shortfall risk allocation and systemic risk.
Preprint, 2015. [pdf]