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Andrew Chernih · Study

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Andrew Chernih

2 works· latest 2009· 1 institutionscluster: provisional

h-index2

i102

Citations100

Works here2

03

09

Most cited in this library

Wang’s capital allocation formula for elliptically contoured distributions2003 · 74 citations
A Note on the Suboptimality of Path-Dependent Pay-Offs in Lévy Markets2009 · 26 citations

Works

2 shown

A Note on the Suboptimality of Path-Dependent Pay-Offs in Lévy Markets

Applied Mathematical Finance·2009·3 authors·Open access

26citations

Wang’s capital allocation formula for elliptically contoured distributions

Insurance Mathematics and Economics·2003·2 authors

74citations