The following pages link to Katharina Oberpriller (Q2671640):
Displaying 7 items.
- Reduced-form setting under model uncertainty with non-linear affine intensities (Q2671641) (← links)
- Reduced-form framework for multiple ordered default times under model uncertainty (Q2680389) (← links)
- Non-linear affine processes with jumps (Q6090956) (← links)
- Liquidity Based Modeling of Asset Price Bubbles via Random Matching (Q6184829) (← links)
- Generalized Feynman-Kac formula under volatility uncertainty (Q6184921) (← links)
- Affine models with path-dependence under parameter uncertainty and their application in finance (Q6633872) (← links)
- Robust asymptotic insurance-finance arbitrage (Q6649326) (← links)
