Anja Richter

Available identifiers

zbMath Open richter.anjaMaRDI QIDQ404584

List of research outcomes

Publication	Date of Publication	Type
Discrete Time Term Structure Theory and Consistent Recalibration Models	2018-03-12	Paper
Managing counterparty credit risk via BSDEs	2016-08-10	Paper
Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models	2014-09-04	Paper
Differentiability of quadratic BSDEs generated by continuous martingales	2012-04-20	Paper
https://portal.mardi4nfdi.de/entity/Q3224024	2012-03-12	Paper

Research outcomes over time

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