Olaf Menkens

Available identifiers

zbMath Open menkens.olafMaRDI QIDQ639361

List of research outcomes

Publication	Date of Publication	Type
Asian and Australian options: a common perspective	2018-11-01	Paper
Worst-case portfolio optimization with proportional transaction costs	2016-04-27	Paper
WORST-CASE PORTFOLIO OPTIMIZATION IN A MARKET WITH BUBBLES	2016-04-14	Paper
On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs	2015-09-14	Paper
Worst-case optimal investment with a random number of crashes	2014-06-11	Paper
Worst-case-optimal dynamic reinsurance for large claims	2013-08-05	Paper
Pricing and hedging of Asian options: Quasi-explicit solutions via Malliavin calculus	2011-09-20	Paper
https://portal.mardi4nfdi.de/entity/Q3515762	2008-07-29	Paper
CRASH HEDGING STRATEGIES AND WORST-CASE SCENARIO PORTFOLIO OPTIMIZATION	2006-08-14	Paper
Worst-case scenario portfolio optimization: a new stochastic control approach	2006-02-08	Paper
https://portal.mardi4nfdi.de/entity/Q5718847	2006-01-16	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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