Cheridito, Patrick; Horst, Ulrich; Kupper, Michael; Pirvu, Traian A. Equilibrium pricing in incomplete markets under translation invariant preferences. (English) Zbl 1410.91439 Math. Oper. Res. 41, No. 1, 174-195 (2016). MSC: 91G20 91B69 60G35 PDFBibTeX XMLCite \textit{P. Cheridito} et al., Math. Oper. Res. 41, No. 1, 174--195 (2016; Zbl 1410.91439) Full Text: DOI Link
Cheridito, Patrick; Kupper, Michael; Vogelpoth, Nicolas Conditional analysis on \(\mathbb R^d\). (English) Zbl 1338.49028 Hamel, Andreas H. (ed.) et al., Set optimization and applications – the state of the art. From set relations to set-valued risk measures. Berlin: Springer (ISBN 978-3-662-48668-9/hbk; 978-3-662-48670-2/ebook). Springer Proceedings in Mathematics & Statistics 151, 179-211 (2015). MSC: 49J52 46A19 46A22 13C13 PDFBibTeX XMLCite \textit{P. Cheridito} et al., Springer Proc. Math. Stat. 151, 179--211 (2015; Zbl 1338.49028) Full Text: DOI arXiv
Cheridito, Patrick; Filipović, Damir; Kimmel, Robert L. A note on the Dai-Singleton canonical representation of affine term structure models. (English) Zbl 1194.91185 Math. Finance 20, No. 3, 509-519 (2010). MSC: 91G30 PDFBibTeX XMLCite \textit{P. Cheridito} et al., Math. Finance 20, No. 3, 509--519 (2010; Zbl 1194.91185) Full Text: DOI
Cheridito, Patrick; Li, Tianhui Risk measures on Orlitz hearts. (English) Zbl 1168.91409 Math. Finance 19, No. 2, 189-214 (2009). MSC: 91B30 PDFBibTeX XMLCite \textit{P. Cheridito} and \textit{T. Li}, Math. Finance 19, No. 2, 189--214 (2009; Zbl 1168.91409) Full Text: DOI
Cheridito, Patrick; Li, Tianhui Dual characterization of properties of risk measures on Orlicz hearts. (English) Zbl 1181.91092 Math. Financ. Econ. 2, No. 1, 29-55 (2008). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91G80 46N10 60E15 PDFBibTeX XMLCite \textit{P. Cheridito} and \textit{T. Li}, Math. Financ. Econ. 2, No. 1, 29--55 (2008; Zbl 1181.91092) Full Text: DOI
Cheridito, Patrick; Filipović, Damir; Yor, Marc Equivalent and absolutely continuous measure changes for jump-diffusion processes. (English) Zbl 1082.60034 Ann. Appl. Probab. 15, No. 3, 1713-1732 (2005). Reviewer: Gheorghe Oprişan (Bucureşti) MSC: 60G30 60J25 60J75 PDFBibTeX XMLCite \textit{P. Cheridito} et al., Ann. Appl. Probab. 15, No. 3, 1713--1732 (2005; Zbl 1082.60034) Full Text: DOI arXiv