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 |
|---|---|---|
| Sensitivity analysis with respect to a stochastic stock price model with rough volatility via a Bismut-Elworthy-Li formula for singular SDEs Stochastic Processes and their Applications | 2023-01-02 | Paper |
| Modeling and estimation of stochastic transition rates in life insurance with regime switching based on generalized Cox processes Scandinavian Actuarial Journal | 2020-01-17 | Paper |
| Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2018-11-09 | Paper |
| Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2018-11-09 | Paper |
| Computing deltas without derivatives Finance and Stochastics | 2017-04-13 | Paper |
Research outcomes over time
This page was built for person: Sindre Duedahl
