The following pages link to Christoph Frei (Q402720):
Displaying 16 items.
- Splitting multidimensional BSDEs and finding local equilibria (Q402721) (← links)
- BSDEs in utility maximization with BMO market price of risk (Q429302) (← links)
- Convexity bounds for BSDE solutions, with applications to indifference valuation (Q718884) (← links)
- A financial market with interacting investors: does an equilibrium exist? (Q1932546) (← links)
- The scenario approach for stochastic model predictive control with bounds on closed-loop constraint violations (Q2342423) (← links)
- An explicit optimal strategy for flow trades at NASDAQ around its close (Q2417143) (← links)
- Dynamic Contracting: Accidents Lead to Nonlinear Contracts (Q3195112) (← links)
- (Q3400710) (← links)
- Exponential utility indifference valuation in two Brownian settings with stochastic correlation (Q3516396) (← links)
- Optimal execution in Hong Kong given a market-on-close benchmark (Q4554447) (← links)
- The folk theorem with imperfect public information in continuous time (Q4586040) (← links)
- QUADRATIC FBSDE WITH GENERALIZED BURGERS' TYPE NONLINEARITIES, PERTURBATIONS AND LARGE DEVIATIONS (Q4922061) (← links)
- A stochastic model for cancer metastasis: branching stochastic process with settlement (Q5049345) (← links)
- OPTIMAL EXECUTION OF A VWAP ORDER: A STOCHASTIC CONTROL APPROACH (Q5262522) (← links)
- Convergence results for the indifference value based on the stability of BSDEs (Q5411914) (← links)
- Traditional and digital currencies in over-the-counter markets (Q6051345) (← links)
