Person:6190831

Available identifiers

zbMath Open mickel.annalenaMaRDI QIDQ6190831

List of research outcomes

Publication	Date of Publication	Type
On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients	2024-10-29	Paper
The weak convergence order of two Euler-type discretization schemes for the log-Heston model	2024-02-06	Paper
Worst-Case Optimal Investment in Incomplete Markets	2023-11-16	Paper
The order barrier for the $L^1$-approximation of the log-Heston SDE at a single point	2022-12-14	Paper
Sharp $L^1$-Approximation of the log-Heston SDE by Euler-type methods	2022-06-07	Paper
"On the convergence order of the Euler scheme for scalar SDEs with H\""older-type diffusion coefficients"	N/A	Paper

Research outcomes over time

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