Sindre Duedahl

Available identifiers

zbMath Open duedahl.sindreMaRDI QIDQ1621710

List of research outcomes

Publication	Date of Publication	Type
Sensitivity analysis with respect to a stochastic stock price model with rough volatility via a Bismut-Elworthy-Li formula for singular SDEs	2023-01-02	Paper
Modeling and estimation of stochastic transition rates in life insurance with regime switching based on generalized Cox processes	2020-01-17	Paper
Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle	2018-11-09	Paper
Computing deltas without derivatives	2017-04-13	Paper

Research outcomes over time

This page was built for person: Sindre Duedahl