Marcel Rindisbacher

Available identifiers

zbMath Open rindisbacher.marcelMaRDI QIDQ278038

List of research outcomes

Publication	Date of Publication	Type
Dynamic noisy rational expectations equilibrium with insider information: welfare and regulation	2022-08-31	Paper
Dynamic Noisy Rational Expectations Equilibrium With Insider Information	2021-06-07	Paper
Asymptotic properties of Monte Carlo estimators of diffusion processes	2016-05-02	Paper
Asymptotic Properties of Monte Carlo Estimators of Derivatives	2012-02-21	Paper
Diffusion Models of Asset Prices	2012-01-10	Paper
Portfolio Optimization	2012-01-10	Paper
Monte Carlo methods for derivatives of options with discontinuous payoffs	2009-05-29	Paper
Dynamic asset liability management with tolerance for limited shortfalls	2009-01-16	Paper
Representation formulas for Malliavin derivatives of diffusion processes	2006-05-24	Paper
CLOSED‐FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS	2005-10-27	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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