Anselm Hudde

Available identifiers

zbMath Open hudde.anselmMaRDI QIDQ2041809

List of research outcomes

Publication	Date of Publication	Type
On the Itô-Alekseev-Gröbner formula for stochastic differential equations	2024-09-02	Paper
European and Asian Greeks for exponential Lévy processes	2023-07-04	Paper
A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations	2021-07-23	Paper
On moments and strong local H\"older regularity of solutions of stochastic differential equations and of their spatial derivative processes	2019-03-22	Paper
On the It\^o-Alekseev-Gr\"obner formula for stochastic differential equations	2018-12-24	Paper
European and Asian Greeks for exponential Lévy processes	2016-03-02	Paper

Research outcomes over time

This page was built for person: Anselm Hudde