Ludger Overbeck

Available identifiers

zbMath Open overbeck.ludgerWikidataQ102177727 ScholiaQ102177727MaRDI QIDQ1325078

List of research outcomes

Publication	Date of Publication	Type
Locally risk minimizing pricing of Asian option in a semi-Markov modulated market	2024-04-18	Paper
The weak functional representation of historical martingales	2022-10-31	Paper
Inhomogeneous affine Volterra processes	2022-06-20	Paper
A functional Itō-formula for Dawson-Watanabe superprocesses	2022-01-17	Paper
On the Martingale Representation with Respect to the super-Brownian Filtration	2021-04-28	Paper
Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle	2020-02-17	Paper
Dynamic systemic risk measures for bounded discrete time processes	2019-09-19	Paper
A note on optimal risk sharing on $L^p$ spaces	2018-10-01	Paper
Option pricing in a regime switching stochastic volatility model	2018-06-20	Paper
Effects of Regime Switching on Pricing Credit Options in a Shifted CIR Model	2018-03-29	Paper
DIFFERENTIABILITY OF BSVIEs AND DYNAMIC CAPITAL ALLOCATIONS	2017-11-29	Paper
Path-dependent BSDEs with jumps and their connection to PPIDEs	2017-08-04	Paper
Systemic risk measures on general measurable spaces	2016-11-29	Paper
Asymptotic behaviour of multivariate default probabilities and default correlations under stress	2016-04-29	Paper
Multivariate Markov families of copulas	2016-01-21	Paper
Feynman-Kac for functional jump diffusions with an application to credit value adjustment	2015-12-01	Paper
Copula dynamics in CDOs	2015-04-16	Paper
REPRESENTATION OF BSDE-BASED DYNAMIC RISK MEASURES AND DYNAMIC CAPITAL ALLOCATIONS	2014-09-25	Paper
Doubly Stochastic CDO Term Structures	2012-08-24	Paper
Computational Issues in Stress Testing	2012-01-10	Paper
DYNAMIC CDO TERM STRUCTURE MODELING	2011-02-02	Paper
https://portal.mardi4nfdi.de/entity/Q3569560	2010-06-21	Paper
Risk Measurement with Spectral Capital Allocation	2008-12-01	Paper
Mathematics in financial risk management	2008-10-17	Paper
https://portal.mardi4nfdi.de/entity/Q5493414	2006-10-20	Paper
An Introduction to Credit Risk Modeling	2005-04-06	Paper
https://portal.mardi4nfdi.de/entity/Q4518931	2001-04-08	Paper
Estimation for Continuous Branching Processes	1999-02-03	Paper
Geometric aspects of finite and infinite-dimensional Fleming-Viot processes	1997-08-19	Paper
Nonlinear superprocesses	1997-08-05	Paper
https://portal.mardi4nfdi.de/entity/Q4861772	1996-08-14	Paper
Markov processes associated with semi-Dirichlet forms	1996-03-25	Paper
An analytic approach to the Fleming-Viot processes with interactive selection	1996-03-14	Paper
https://portal.mardi4nfdi.de/entity/Q4854278	1996-02-11	Paper
https://portal.mardi4nfdi.de/entity/Q4841214	1995-08-03	Paper
Pathwise construction of additive \(H\)-transforms of super-Brownian motion	1995-05-30	Paper
Martin boundaries of some branching processes	1995-02-22	Paper
https://portal.mardi4nfdi.de/entity/Q4307504	1994-10-03	Paper
Conditioned super-Brownian motion	1994-07-14	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

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This page was built for person: Ludger Overbeck