The following pages link to Alexander Schied (Q281857):
Displaying 50 items.
- Constructing functions with prescribed pathwise quadratic variation (Q281858) (← links)
- Optimal portfolio liquidation in target zone models and catalytic superprocesses (Q287674) (← links)
- Stochastic finance. An introduction in discrete time. (Q307534) (← links)
- Probabilistic aspects of finance (Q373529) (← links)
- Drift dependence of optimal trade execution strategies under transient price impact (Q377452) (← links)
- A control problem with fuel constraint and Dawson-Watanabe superprocesses (Q389072) (← links)
- Comparative and qualitative robustness for law-invariant risk measures (Q468411) (← links)
- On a class of generalized Takagi functions with linear pathwise quadratic variation (Q499179) (← links)
- Qualitative and infinitesimal robustness of tail-dependent statistical functionals (Q642220) (← links)
- A continuous super-Brownian motion in a super-Brownian medium (Q677892) (← links)
- A super-Brownian motion with a locally infinite catalytic mass (Q679153) (← links)
- A probabilistic approach to the \(\varPhi \)-variation of classical fractal functions with critical roughness (Q826659) (← links)
- A central bank strategy for defending a currency peg (Q826751) (← links)
- Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets (Q964670) (← links)
- (Q1265979) (redirect page) (← links)
- A simple procedure calculating the generalized Stieltjes transform of the mean of a Dirichlet process (Q1265980) (← links)
- Cramér's condition and Sanov's theorem (Q1266002) (← links)
- On a result of David Aldous concerning the trees in a conditioned excursion (Q1298335) (← links)
- Continuous dependence of a class of superprocesses on branching parameters and applications (Q1307498) (← links)
- Super-tree random measures (Q1366735) (← links)
- Geometric aspects of Fleming-Viot and Dawson-Watanabe processes (Q1370225) (← links)
- An asymptotic result of super-Brownian motion on hyperbolic space (Q1373802) (← links)
- Large deviations for hierarchical systems of interacting jump processes (Q1383174) (← links)
- The multifractal structure of super-Brownian motion (Q1386737) (← links)
- Realized power variation and stochastic volatility models (Q1395938) (← links)
- Convex imprecise previsions (Q1412326) (← links)
- Convex measures of risk and trading constraints (Q1424692) (← links)
- Geometric analysis for symmetric Fleming-Viot operators: Rademacher's theorem and exponential families (Q1611956) (← links)
- On (signed) Takagi-Landsberg functions: \(p\)th variation, maximum, and modulus of continuity (Q1733782) (← links)
- The limits of stochastic integrals of differential forms (Q1807188) (← links)
- A sample path large deviation principle for \(L^2\)-martingale measure processes (Q1819186) (← links)
- On non-continuous Dirichlet processes (Q1868452) (← links)
- On the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals. (Q1879914) (← links)
- Error calculus for finance and physics. The language of Dirichlet forms. (Q1887348) (← links)
- Sample path large deviations for super-Brownian motion (Q1912569) (← links)
- The Hausdorff measure of the support of two-dimensional super-Brownian motion (Q1917199) (← links)
- Moderate deviations and functional LIL for super-Brownian motion (Q1965883) (← links)
- Distribution of the main value for certain random measures (Q1966357) (← links)
- Rademacher's theorem on configuration spaces and applications (Q1969447) (← links)
- Existence and regularity for a class of infinite-measure \((\xi,\Psi, K)\)-superprocesses (Q1970314) (← links)
- Model-free CPPI (Q1994390) (← links)
- On the minimizers of energy forms with completely monotone kernel (Q2019989) (← links)
- A limit theorem for Bernoulli convolutions and the \(\Phi \)-variation of functions in the Takagi class (Q2100020) (← links)
- Pathwise no-arbitrage in a class of delta hedging strategies (Q2296083) (← links)
- Quasi-Hadamard differentiability of general risk functionals and its application (Q2340427) (← links)
- Domains of weak continuity of statistical functionals with a view toward robust statistics (Q2359672) (← links)
- A control approach to robust utility maximization with logarithmic utility and time-consistent penalties (Q2372460) (← links)
- Optimal investments for risk- and ambiguity-averse preferences: a duality approach (Q2463705) (← links)
- Robust optimal control for a consumption-investment problem (Q2482684) (← links)
- A countable representation of the Fleming-Viot measure-valued diffusion (Q2563930) (← links)
