Catherine Daveloose

Available identifiers

zbMath Open daveloose.catherineMaRDI QIDQ898932

List of research outcomes

Publication	Date of Publication	Type
A martingale representation theorem and valuation of defaultable securities	2021-03-23	Paper
Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting	2019-05-15	Paper
Quantification of Model Risk in Quadratic Hedging in Finance	2016-04-22	Paper
Robustness of quadratic hedging strategies in finance via Fourier transforms	2015-12-21	Paper

Research outcomes over time

This page was built for person: Catherine Daveloose