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 systemic risk measures for bounded discrete time processes Mathematical Methods of Operations Research | 2019-09-19 | Paper |
| A note on optimal risk sharing on $L^p$ spaces Operations Research Letters | 2018-10-01 | Paper |
| Differentiability of BSVIEs and dynamic capital allocations International Journal of Theoretical and Applied Finance | 2017-11-29 | Paper |
| Path-dependent BSDEs with jumps and their connection to PPIDEs Stochastics and Dynamics | 2017-08-04 | Paper |
| Systemic risk measures on general measurable spaces Mathematical Methods of Operations Research | 2016-11-29 | Paper |
| Feynman-Kac for functional jump diffusions with an application to credit value adjustment Statistics & Probability Letters | 2015-12-01 | Paper |
| Representation of BSDE-based dynamic risk measures and dynamic capital allocations International Journal of Theoretical and Applied Finance | 2014-09-25 | Paper |
Research outcomes over time
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