Marcel Rindisbacher

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
Dynamic noisy rational expectations equilibrium with insider information: welfare and regulation Journal of Economic Dynamics and Control	2022-08-31	Paper
Dynamic noisy rational expectations equilibrium with insider information Econometrica	2021-06-07	Paper
Asymptotic properties of Monte Carlo estimators of diffusion processes Journal of Econometrics	2016-05-02	Paper
Asymptotic properties of Monte Carlo estimators of derivatives Management Science	2012-02-21	Paper
Diffusion models of asset prices Handbook of Computational Finance	2012-01-10	Paper
Portfolio Optimization Handbook of Computational Finance	2012-01-10	Paper
Monte Carlo methods for derivatives of options with discontinuous payoffs Computational Statistics and Data Analysis	2009-05-29	Paper
Dynamic asset liability management with tolerance for limited shortfalls Insurance Mathematics & Economics	2009-01-16	Paper
Representation formulas for Malliavin derivatives of diffusion processes Finance and Stochastics	2006-05-24	Paper
CLOSED‐FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS Mathematical Finance	2005-10-27	Paper

Research outcomes over time

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