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Alexander S. Cherny

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Journal Articles

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2010
[j4]
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Alexander S. Cherny, Raphael Douady, Stanislav Molchanov:
On measuring nonlinear risk with scarce observations. Finance Stochastics 14(3): 375-395 (2010)
2007
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Alexander S. Cherny, Pavel G. Grigoriev:
Dilatation monotone risk measures are law invariant. Finance Stochastics 11(2): 291-298 (2007)
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Alexander S. Cherny:
Pricing and hedging European options with discrete-time coherent risk. Finance Stochastics 11(4): 537-569 (2007)
2006
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Alexander S. Cherny:
Weighted V@R and its Properties. Finance Stochastics 10(3): 367-393 (2006)

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