The following pages link to Nikolaus Schweizer (Q1657438):
Displaying 19 items.
- Robust measurement of (heavy-tailed) risks: theory and implementation (Q1657439) (← links)
- Perturbation theory for Markov chains via Wasserstein distance (Q1708977) (← links)
- Perturbation bounds for Monte Carlo within metropolis via restricted approximations (Q1986021) (← links)
- Cross-hedging minimum return guarantees: basis and liquidity risks (Q1994419) (← links)
- Time-consistency of optimal investment under smooth ambiguity (Q2030310) (← links)
- Rabin's calibration theorem revisited (Q2069958) (← links)
- ``Regression anytime'' with brute-force SVD truncation (Q2240846) (← links)
- Error bounds of MCMC for functions with unbounded stationary variance (Q2344860) (← links)
- Revenues and welfare in auctions with information release (Q2359382) (← links)
- Performance bounds for optimal sales mechanisms beyond the monotone hazard rate condition (Q2425155) (← links)
- Comment on ``A theoretical foundation of ambiguity measurement'' (Q2682787) (← links)
- ESTIMATING RESIDUAL HEDGING RISK WITH LEAST-SQUARES MONTE CARLO (Q2941057) (← links)
- Technical Note—The Joint Impact of<i>F</i>-Divergences and Reference Models on the Contents of Uncertainty Sets (Q5126612) (← links)
- (Q5170946) (← links)
- Pathwise Dynamic Programming (Q5219679) (← links)
- Solving Stochastic Dynamic Programs by Convex Optimization and Simulation (Q5256549) (← links)
- A PRIMAL–DUAL ALGORITHM FOR BSDES (Q5283406) (← links)
- Iterative Improvement of Lower and Upper Bounds for Backward SDEs (Q5738163) (← links)
- Contingent Capital with Stock Price Triggers in Interbank Networks (Q6199251) (← links)
