Uwe Schmock

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Geometry of distribution-constrained optimal stopping problems	2018-11-21	Paper
Itô's formula for finite variation Lévy processes: the case of non-smooth functions	2015-07-06	Paper
GENERALIZATION OF THE DYBVIG–INGERSOLL–ROSS THEOREM AND ASYMPTOTIC MINIMALITY	2013-02-28	Paper
Erratum to: Dependence properties of dynamic credit risk models	2012-12-03	Paper
Dependence properties of dynamic credit risk models	2012-09-06	Paper
A generalization of Panjer's recursion and numerically stable risk aggregation	2011-04-06	Paper
Non-monotone convergence in the quadratic Wasserstein distance	2009-12-18	Paper
Estimating the Value of the Wincat Coupons of the Winterthur Insurance Convertible Bond: A Study of the Model Risk	2009-06-15	Paper
Rank-dependent moderate deviations of \(U\)-empirical measures in strong topologies	2003-08-14	Paper
Large deviations of \(U\)-empirical measures in strong topologies and applications	2003-03-11	Paper
https://portal.mardi4nfdi.de/entity/Q2758437	2003-01-01	Paper
Valuation of exotic options under shortselling constraints	2002-12-01	Paper
Exponential approximations in completely regular topological spaces and extensions of Sanov's theorem	1999-11-18	Paper
On self-attracting \(d\)-dimensional random walks	1997-10-16	Paper
https://portal.mardi4nfdi.de/entity/Q4839083	1996-01-15	Paper
Convergence of path measures arising from a mean field or polaron type interaction	1994-05-18	Paper
https://portal.mardi4nfdi.de/entity/Q3997342	1992-09-17	Paper
Convergence of the normalized one-dimensional wiener sausage path measures to a mixture of brownian taboo processes	1990-01-01	Paper
On the maximum entropy principle for uniformly ergodic Markov chains	1989-01-01	Paper

Research outcomes over time

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