Nils Detering

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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
Abstract polynomial processes Electronic Journal of Probability	2024-10-16	Paper
Pricing options on flow forwards by neural networks in a Hilbert space Finance and Stochastics	2024-01-02	Paper
Neural networks in Fréchet spaces Annals of Mathematics and Artificial Intelligence	2023-01-20	Paper
Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations Stochastics	2022-12-08	Paper
Independent increment processes: a multilinearity preserving property Stochastics	2022-07-07	Paper
Reinforcement Learning for Intra-and-Inter-Bank Borrowing and Lending Mean Field Control Game	2022-07-07	Paper
Percolation in Random Graphs of Unbounded Rank	2022-05-29	Paper
Reinforcement Learning Algorithm for Mixed Mean Field Control Games	2022-05-04	Paper
Suffocating Fire Sales SIAM Journal on Financial Mathematics	2022-02-15	Paper
Neural Networks in Fr\'echet spaces	2021-09-28	Paper
An integrated model for fire sales and default contagion Mathematics and Financial Economics	2021-05-05	Paper
Financial contagion in a stochastic block model International Journal of Theoretical and Applied Finance	2021-03-16	Paper
Abstract polynomial processes	2020-10-06	Paper
Directed chain stochastic differential equations Stochastic Processes and their Applications	2020-04-07	Paper
Managing Default Contagion in Inhomogeneous Financial Networks SIAM Journal on Financial Mathematics	2019-11-22	Paper
Bootstrap percolation in directed inhomogeneous random graphs The Electronic Journal of Combinatorics	2019-08-05	Paper
Model risk of contingent claims Quantitative Finance	2018-11-14	Paper
Local risk-minimization with multiple assets under illiquidity with applications in energy markets International Journal of Theoretical and Applied Finance	2018-06-29	Paper
Pricing and hedging Asian-style options on energy Finance and Stochastics	2015-11-09	Paper
Return distributions of equity-linked retirement plans under jump and interest rate risk European Actuarial Journal	2013-08-20	Paper
Optimal Support for Distressed Subsidiaries -- a Systemic Risk Perspective	N/A	Paper

Research outcomes over time

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