The following pages link to Klaus Schürger (Q587654):
Displayed 50 items.
- Beneš condition for a discontinuous exponential martingale (Q357242) (← links)
- Downside risk minimization via a large deviations approach (Q417076) (← links)
- An optimal stopping problem for fragmentation processes (Q424467) (← links)
- Robust maximization of asymptotic growth (Q453248) (← links)
- Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes (Q558663) (← links)
- The worst case for real options (Q613589) (← links)
- Mean square error for the Leland-Lott hedging strategy: convex pay-offs (Q650775) (← links)
- Weighted integral inequalities in Orlicz martingale classes (Q657289) (← links)
- Weak approximation of \(G\)-expectations (Q665446) (← links)
- Multiple transition points for the contact process on the binary tree (Q674498) (← links)
- On the speed of convergence in first-passage percolation (Q687691) (← links)
- The philosophers' process: An ergodic reversible nearest particle system (Q687695) (← links)
- Percolation, first-passage percolation and covering times for Richardson's model on the \(n\)-cube (Q687712) (← links)
- Large deviations view points for heavy-tailed random walks (Q702407) (← links)
- Skew-product representations of multidimensional Dunkl Markov processes (Q731689) (← links)
- Existence of time evolutions of non-equilibrium states in statistical mechanics (Q761711) (← links)
- Item:Q587654 (redirect page) (← links)
- A preservation of integrability characterization theorem (Q788134) (← links)
- An isomorphism theory for Bernoulli free Z-skew-compact group actions (Q798793) (← links)
- Random subgraphs of the n-cycle (Q800378) (← links)
- An invariance principle for the edge of the branching exclusion process (Q808564) (← links)
- On exponential local martingales associated with strong Markov continuous local martingales (Q841482) (← links)
- Evaluation of the MEMM, parameter estimation and option pricing for geometric Lévy processes (Q841858) (← links)
- A chaotic representation property of the multidimensional Dunkl processes (Q850977) (← links)
- On convergence of vector-valued weak amarts and pramarts (Q863776) (← links)
- Moderate and small deviations for the ranges of one-dimensional random walks (Q867088) (← links)
- Non-stopping times and stopping theorems (Q875907) (← links)
- Completely analytic interactions with infinite values (Q909363) (← links)
- Uniqueness of the infinite cluster for stationary Gibbs states (Q909364) (← links)
- Extremity of the disordered phase in the Ising model on the Bethe lattice (Q910110) (← links)
- The net charge process for interacting, signed diffusions (Q918047) (← links)
- Statistics of the solutions of the integer-valued equation \(ax-by=\pm 1\) (Q923604) (← links)
- A unified framework for utility maximization problems: An Orlicz space approach (Q930672) (← links)
- Stable convergence of multiple Wiener--Itô integrals (Q939135) (← links)
- Enlargement of filtrations with random times for processes with jumps (Q939392) (← links)
- Extensions of Black-Scholes processes and Benford's law (Q939395) (← links)
- Asymptotic arbitrage and large deviations (Q941014) (← links)
- The integral option in a model with jumps (Q952844) (← links)
- A note on non-regular martingales (Q956384) (← links)
- On martingale approximations (Q957521) (← links)
- Moment matching approximation of Asian basket option prices (Q970389) (← links)
- Hiding a drift (Q971947) (← links)
- Uniform convergence for complex [0,1]-martingales (Q990376) (← links)
- Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk (Q1006557) (← links)
- Set indexed strong martingales and path independent variation (Q1012109) (← links)
- Maximal inequalities for \(g\)-martingales (Q1017811) (← links)
- Sure wins, separating probabilities and the representation of linear functionals (Q1018312) (← links)
- Towards a generalization of Dupire's equation for several assets (Q1018345) (← links)
- Strong consistency of the empirical martingale simulation option price estimator (Q1036915) (← links)
- Option pricing when the regime-switching risk is priced (Q1036916) (← links)