| Institution: | 1. University of Technology, Sydney, Finance Discipline Group, PO Box 123, Broadway, NSW 2007, Australia;2. Dipartimento di Matematica, Università degli Studi di Padova, Italy;3. Léonard de Vinci Pôle Universitaire, Finance Lab, Paris La Défense, France;4. Quanta Finanza S.r.l., Italy;5. University of Technology, Sydney, Finance Discipline Group and School of Mathematical Sciences, PO Box 123, Broadway, NSW 2007, Australia;1. John Molson School of Business, Concordia University, 1455 De Maisonneuve Blvd. West, Montreal, Quebec H3G 1M8, Canada;2. Chinese Academy of Finance and Development, Central University of Finance and Economics, 39 South College Road, Haidian District, Beijing 100081, PR China;1. Bar-Ilan University, Israel;2. The Hebrew University of Jerusalem, Israel;1. Finance Center Muenster, University of Muenster, Universitätsstr. 14-16, 48143 Münster, Germany;2. UBS AG, Group Risk Methodology, 8098 Zürich, Switzerland |
