Jasmin A. L. Röder

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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!

PublicationDate of PublicationType
Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle
Probability, Uncertainty and Quantitative Risk
2020-02-17Paper
Path-dependent BSDEs with jumps and their connection to PPIDEs
Stochastics and Dynamics
2017-08-04Paper
Feynman-Kac for functional jump diffusions with an application to credit value adjustment
Statistics & Probability Letters
2015-12-01Paper


Research outcomes over time


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