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