Klebert Kentia
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Person:2296105
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 |
|---|---|---|
| On the monotone stability approach to BSDEs with jumps: extensions, concrete criteria and examples Springer Proceedings in Mathematics & Statistics | 2022-09-30 | Paper |
| Good deal hedging and valuation under combined uncertainty about drift and volatility Probability, Uncertainty and Quantitative Risk | 2020-02-17 | Paper |
| Nash equilibria for game contingent claims with utility-based hedging SIAM Journal on Control and Optimization | 2018-11-02 | Paper |
| Nash equilibria for game contingent claims with utility-based hedging SIAM Journal on Control and Optimization | 2018-11-02 | Paper |
| Hedging under generalized good-deal bounds and model uncertainty Mathematical Methods of Operations Research | 2017-10-10 | Paper |
Research outcomes over time
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