Anja Richter
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Discrete time term structure theory and consistent recalibration models SIAM Journal on Financial Mathematics | 2018-03-12 | Paper |
| Managing counterparty credit risk via BSDEs | 2016-08-10 | Paper |
| Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models Stochastic Processes and their Applications | 2014-09-04 | Paper |
| Differentiability of quadratic BSDEs generated by continuous martingales The Annals of Applied Probability | 2012-04-20 | Paper |
| Differentiability of quadratic BSDEs generated by continuous martingales The Annals of Applied Probability | 2012-04-20 | Paper |
| scientific article; zbMATH DE number 6013731 (Why is no real title available?) | 2012-03-12 | Paper |
Research outcomes over time
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