Mathematics of Finance

[ 10] A. Jofré, R.T. Rockafellar, and R. Wets. Convex Analysis and financial equilibrium.

        Mathematical Programming, (forthcoming), 2013.

[  9] R. Wets and I. Rios. Modeling and estimating commodity prices: Copper prices. Technical

      Report, Universidad de Chile, 2013

[  8] S. Tian and R. Wets. Pricing contingent claims: a computational compatible approach.

       Technical report, Mathematics, University of California, Davis, 2007.

[  7] R. Wets and S. Bianchi. Term and volatility structures. In S. Zenios and W. Ziemba, editors,

        Handbook of Asset and Liability Management, pages 26–68. Elsevier, 2006.

[  6] S. Bianchi, R. Wets and L. Yang. Estimating LIBOR/Swaps Spot-Volatilities: the EpiVolatility

        Model.  EpiRisk:, 2003

[  5] R. Wets, S. Bianchi, and L. Yang. Serious zero-curves.

       EpiRisk:, 2002.

[  4] C. Claessens, J. Kreuser, and R. Wets. Stratigic risk management for developing countries:

       The Columbia case study. In Proceedings of the Second Inter-regional Debt

       Management Conference, pages 1–18. United Nations Publs, no. E.01.II.D.17, 2002.

[  3] C. Claessens, J. Kreuser, and R. Wets. Strategic risk management for developing countries.

       Technical report, The World Bank, Washington, D.C., 2000. RisKontrol Group, pp. 1–224.

[  2] C. Claessens, J. Kreuser, L. Seigel, and R. Wets. A risk management model to assist

       developing countries in hedging against interest rate, commodity price and exchange rate

       fluctuations. The World Bank, Washington D.C., 1994.

[  1] K. Back and R. Wets. Continuity of portfolio choice. Manuscript, University of Indiana, 1988