Person:6190831
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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 |
|---|---|---|
| The order barrier for the L^1-approximation of the log-Heston SDE at a single point | 2025-03-17 | Paper |
| On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients Journal of Mathematical Analysis and Applications | 2024-10-29 | Paper |
| The weak convergence order of two Euler-type discretization schemes for the log-Heston model IMA Journal of Numerical Analysis | 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" (available as arXiv preprint) | N/A | Paper |
Research outcomes over time
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