The following pages link to Ludger Overbeck (Q1325078):
Displaying 39 items.
- (Q343811) (redirect page) (← links)
- Systemic risk measures on general measurable spaces (Q343813) (← links)
- Feynman-Kac for functional jump diffusions with an application to credit value adjustment (Q894585) (← links)
- Multivariate Markov families of copulas (Q906347) (← links)
- Mathematics in financial risk management (Q948616) (← links)
- Martin boundaries of some branching processes (Q1325079) (← links)
- Conditioned super-Brownian motion (Q1326257) (← links)
- Pathwise construction of additive \(H\)-transforms of super-Brownian motion (Q1343614) (← links)
- Option pricing in a regime switching stochastic volatility model (Q1642260) (← links)
- A note on optimal risk sharing on $L^p$ spaces (Q1785746) (← links)
- Markov processes associated with semi-Dirichlet forms (Q1804705) (← links)
- An analytic approach to the Fleming-Viot processes with interactive selection (Q1897171) (← links)
- A functional Itō-formula for Dawson-Watanabe superprocesses (Q2066966) (← links)
- The weak functional representation of historical martingales (Q2090750) (← links)
- Inhomogeneous affine Volterra processes (Q2145777) (← links)
- Dynamic systemic risk measures for bounded discrete time processes (Q2274151) (← links)
- Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle (Q2296114) (← links)
- Nonlinear superprocesses (Q2563931) (← links)
- Asymptotic behaviour of multivariate default probabilities and default correlations under stress (Q2804413) (← links)
- Doubly Stochastic CDO Term Structures (Q2904888) (← links)
- DYNAMIC CDO TERM STRUCTURE MODELING (Q3069957) (← links)
- Computational Issues in Stress Testing (Q3112477) (← links)
- REPRESENTATION OF BSDE-BASED DYNAMIC RISK MEASURES AND DYNAMIC CAPITAL ALLOCATIONS (Q3191838) (← links)
- Risk Measurement with Spectral Capital Allocation (Q3542254) (← links)
- (Q3569560) (← links)
- Estimation for Continuous Branching Processes (Q3842750) (← links)
- (Q4307504) (← links)
- Geometric aspects of finite and infinite-dimensional Fleming-Viot processes (Q4344570) (← links)
- (Q4518931) (← links)
- DIFFERENTIABILITY OF BSVIEs AND DYNAMIC CAPITAL ALLOCATIONS (Q4595300) (← links)
- Effects of Regime Switching on Pricing Credit Options in a Shifted CIR Model (Q4609030) (← links)
- An Introduction to Credit Risk Modeling (Q4666847) (← links)
- (Q4841214) (← links)
- (Q4854278) (← links)
- (Q4861772) (← links)
- Path-dependent BSDEs with jumps and their connection to PPIDEs (Q4975316) (← links)
- Copula dynamics in CDOs (Q5245912) (← links)
- (Q5493414) (← links)
- Implied roughness in the term structure of oil market volatility (Q6576878) (← links)
