Alexander S. Cherny

According to our database, Alexander S. Cherny authored at least 4 papers between 2006 and 2010.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2010

On measuring nonlinear risk with scarce observations.

Alexander S. Cherny, Raphael Douady, Stanislav Molchanov

Finance Stochastics, 2010

2007

Dilatation monotone risk measures are law invariant.

Alexander S. Cherny, Pavel G. Grigoriev

Finance Stochastics, 2007

Pricing and hedging European options with discrete-time coherent risk.

Alexander S. Cherny

Finance Stochastics, 2007

2006

Weighted V@R and its Properties.

Alexander S. Cherny

Finance Stochastics, 2006