Steffen Sjursen
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Person:2436794
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 |
|---|---|---|
| Information and optimal investment in defaultable assets International Journal of Theoretical and Applied Finance | 2015-01-23 | Paper |
| Maximum principles for non-Markovian semi-martingales with jumps and more | 2014-12-07 | Paper |
| BSDEs driven by time-changed Lévy noises and optimal control Stochastic Processes and their Applications | 2014-02-26 | Paper |
| On chaos representation and orthogonal polynomials for the doubly stochastic Poisson process Seminar on Stochastic Analysis, Random Fields and Applications VII | 2014-02-19 | Paper |
Research outcomes over time
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