Gregor Heyne
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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 |
|---|---|---|
| Minimal supersolutions of convex BSDEs under constraints ESAIM: Probability and Statistics | 2017-01-12 | Paper |
| Portfolio optimization under nonlinear utility International Journal of Theoretical and Applied Finance | 2016-08-26 | Paper |
| Minimal supersolutions of BSDEs under volatility uncertainty Stochastic Processes and their Applications | 2015-05-27 | Paper |
| Minimal supersolutions of BSDEs with lower semicontinuous generators Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2014-05-26 | Paper |
| Minimal supersolutions of BSDEs with lower semicontinuous generators Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2014-05-26 | Paper |
| Minimal supersolutions of convex BSDEs The Annals of Probability | 2014-01-31 | Paper |
| Cross hedging with stochastic correlation Finance and Stochastics | 2012-11-15 | Paper |
| A BSDE APPROACH TO THE SKOROKHOD EMBEDDING PROBLEM FOR THE BROWNIAN MOTION WITH DRIFT Stochastics and Dynamics | 2008-08-26 | Paper |
Research outcomes over time
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