Nils Detering

MaRDI QIDQ362048zbMATH OpenFDO

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
Abstract polynomial processes Electronic Journal of Probability	2024-10-16	Paper
Pricing options on flow forwards by neural networks in a Hilbert space Finance and Stochastics	2024-01-02	Paper
Neural networks in Fréchet spaces Annals of Mathematics and Artificial Intelligence	2023-01-20	Paper
Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations Stochastics	2022-12-08	Paper
Independent increment processes: a multilinearity preserving property Stochastics	2022-07-07	Paper
Independent increment processes: a multilinearity preserving property Stochastics	2022-07-07	Paper
Reinforcement Learning for Intra-and-Inter-Bank Borrowing and Lending Mean Field Control Game	2022-07-07	Paper
Percolation in Random Graphs of Unbounded Rank	2022-05-29	Paper
Reinforcement Learning Algorithm for Mixed Mean Field Control Games	2022-05-04	Paper
Suffocating Fire Sales SIAM Journal on Financial Mathematics	2022-02-15	Paper
Neural Networks in Fr\'echet spaces (available as arXiv preprint)	2021-09-28	Paper
An integrated model for fire sales and default contagion Mathematics and Financial Economics	2021-05-05	Paper
Financial contagion in a stochastic block model International Journal of Theoretical and Applied Finance	2021-03-16	Paper
Abstract polynomial processes	2020-10-06	Paper
Directed chain stochastic differential equations Stochastic Processes and their Applications	2020-04-07	Paper
Managing Default Contagion in Inhomogeneous Financial Networks SIAM Journal on Financial Mathematics	2019-11-22	Paper
Managing Default Contagion in Inhomogeneous Financial Networks SIAM Journal on Financial Mathematics	2019-11-22	Paper
Bootstrap percolation in directed inhomogeneous random graphs The Electronic Journal of Combinatorics	2019-08-05	Paper
Bootstrap percolation in directed inhomogeneous random graphs The Electronic Journal of Combinatorics	2019-08-05	Paper
Model risk of contingent claims Quantitative Finance	2018-11-14	Paper
Local risk-minimization with multiple assets under illiquidity with applications in energy markets International Journal of Theoretical and Applied Finance	2018-06-29	Paper
Pricing and hedging Asian-style options on energy Finance and Stochastics	2015-11-09	Paper
Return distributions of equity-linked retirement plans under jump and interest rate risk European Actuarial Journal	2013-08-20	Paper
Optimal Support for Distressed Subsidiaries -- a Systemic Risk Perspective (available as arXiv preprint)	N/A	Paper

Research outcomes over time

This page was built for person: Nils Detering