The following pages link to Mitja Stadje (Q265657):
Displaying 21 items.
- Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver (Q265658) (← links)
- BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness (Q358147) (← links)
- Existence, minimality and approximation of solutions to BSDEs with convex drivers (Q424485) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- On dynamic deviation measures and continuous-time portfolio optimization (Q1704138) (← links)
- Perfect hedging under endogenous permanent market impacts (Q1709607) (← links)
- Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting (Q2234757) (← links)
- On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation (Q2412393) (← links)
- (Q3299448) (← links)
- On the investment strategies in occupational pension plans (Q5079380) (← links)
- Entropy Coherent and Entropy Convex Measures of Risk (Q5169665) (← links)
- Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
- Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
- TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)
- Robustness of Delta Hedging for Path-Dependent Options in Local Volatility Models (Q5448738) (← links)
- Robustness of Delta Hedging in a Jump-Diffusion Model (Q6109913) (← links)
- A Regress-Later Algorithm for Backward Stochastic Differential Equations (Q6288250) (← links)
- Representation Results for Law Invariant Recursive Dynamic Deviation Measures and Risk Sharing (Q6310130) (← links)
- Robust Multiple Stopping -- A Pathwise Duality Approach (Q6341955) (← links)
- Efficient drift parameter estimation for ergodic solutions of backward SDEs (Q6377886) (← links)
- The $C^{0,1}$ It\^o-Ventzell formula for weak Dirichlet processes (Q6445695) (← links)
