Frank Bosserhoff

From MaRDI portal



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!

PublicationDate of PublicationType
Robustness of Delta Hedging in a Jump-Diffusion Model
SIAM Journal on Financial Mathematics
2023-07-04Paper
On the investment strategies in occupational pension plans
Quantitative Finance
2022-05-27Paper
Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting
Insurance Mathematics & Economics
2021-10-19Paper


Research outcomes over time


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