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 |
|---|---|---|
| A martingale representation theorem and valuation of defaultable securities Mathematical Finance | 2021-03-23 | Paper |
| Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting Stochastic Analysis and Applications | 2019-05-15 | Paper |
| Quantification of model risk in quadratic hedging in finance Stochastics of Environmental and Financial Economics | 2016-04-22 | Paper |
| Robustness of quadratic hedging strategies in finance via Fourier transforms Journal of Computational and Applied Mathematics | 2015-12-21 | Paper |
Research outcomes over time
This page was built for person: Catherine Daveloose
