Viktor Wolf

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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
On the Method of Optimal Portfolio Choice by Cost-Efficiency
Applied Mathematical Finance
2018-09-19Paper
Construction and hedging of optimal payoffs in Lévy models
Springer Proceedings in Mathematics & Statistics
2017-07-31Paper
Comparison of time-inhomogeneous Markov processes
Advances in Applied Probability
2017-02-21Paper
Comparison of time-inhomogeneous Markov processes
Advances in Applied Probability
2017-02-21Paper
Cost-efficiency in multivariate Lévy models
Dependence Modeling
2015-06-23Paper
Optimality of payoffs in Lévy models
International Journal of Theoretical and Applied Finance
2014-11-12Paper
Comparison of Markovian price processes and optimality of payoffs2014-09-25Paper
Method of conditional moments (MCM) for the chemical master equation
Journal of Mathematical Biology
2014-09-04Paper
Comparison of Markov processes via infinitesimal generators
Statistics & Decisions
2011-06-28Paper


Research outcomes over time


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