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 calculation of risk measures using least-squares Monte Carlo International Journal of Theoretical and Applied Finance | 2017-05-16 | Paper |
| Utility indifference valuation for non-smooth payoffs with an application to power derivatives Applied Mathematics and Optimization | 2016-05-12 | Paper |
| Utility indifference valuation for non-smooth payoffs with an application to power derivatives Applied Mathematics and Optimization | 2016-05-12 | Paper |
| Detection of an image in a video sequence ESAIM: Proceedings and Surveys | 2016-01-29 | Paper |
| On the existence of shadow prices Finance and Stochastics | 2013-11-06 | Paper |
| Multivariate utility maximization with proportional transaction costs and random endowment SIAM Journal on Control and Optimization | 2012-09-12 | Paper |
Research outcomes over time
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