The following pages link to Thilo Meyer-Brandis (Q271874):
Displaying 50 items.
- Risk-consistent conditional systemic risk measures (Q271876) (← links)
- A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs (Q382307) (← links)
- (Q522062) (redirect page) (← links)
- Computing deltas without derivatives (Q522065) (← links)
- A Bayes formula for nonlinear filtering with Gaussian and Cox noise (Q764410) (← links)
- An integrated model for fire sales and default contagion (Q829209) (← links)
- Systemic optimal risk transfer equilibrium (Q829331) (← links)
- Explicit representation of strong solutions of SDEs driven by infinite-dimensional Lévy processes (Q966506) (← links)
- Construction of strong solutions of SDE's via Malliavin calculus (Q971842) (← links)
- Pricing of catastrophe insurance options written on a loss index with reestimation (Q974805) (← links)
- Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle (Q1621711) (← links)
- Fatou closedness under model uncertainty (Q1624071) (← links)
- Strongly consistent multivariate conditional risk measures (Q1648900) (← links)
- Strong solutions of mean-field stochastic differential equations with irregular drift (Q1722032) (← links)
- Explicit solution of a nonlinear filtering problem for Lévy processes with application to finance (Q1884729) (← links)
- Insider trading equilibrium in a market with memory (Q1938986) (← links)
- Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion (Q2296119) (← links)
- On fairness of systemic risk measures (Q2308182) (← links)
- Bootstrap percolation in directed inhomogeneous random graphs (Q2315432) (← links)
- Robust mean-variance hedging via \(G\)-expectation (Q2419972) (← links)
- The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps (Q2488497) (← links)
- On the existence and explicit representability of strong solutions of Lévy noise driven SDE's with irregular coefficients (Q2496606) (← links)
- Correction to: ``Fatou closedness under model uncertainty'' (Q2633886) (← links)
- CONSISTENT FACTOR MODELS FOR TEMPERATURE MARKETS (Q2909512) (← links)
- Electricity spot price modelling with a view towards extreme spike risk (Q2994839) (← links)
- How Duration Between Trades of Underlying Securities Affects Option Prices* (Q3063960) (← links)
- Differential equations driven by Lévy white noise in spaces of Hilbert space-valued stochastic distributions (Q3518570) (← links)
- MULTI-FACTOR JUMP-DIFFUSION MODELS OF ELECTRICITY PRICES (Q3527433) (← links)
- Pricing of Catastrophe Insurance Options Under Immediate Loss Reestimation (Q3535640) (← links)
- LOCAL RISK-MINIMIZATION WITH MULTIPLE ASSETS UNDER ILLIQUIDITY WITH APPLICATIONS IN ENERGY MARKETS (Q4571703) (← links)
- Liquidity Induced Asset Bubbles via Flows of ELMMs (Q4579843) (← links)
- Managing Default Contagion in Inhomogeneous Financial Networks (Q4971974) (← links)
- Suffocating Fire Sales (Q5029933) (← links)
- LARGE PLATONIC MARKETS WITH DELAYS (Q5061501) (← links)
- The Mathematical Concept of Measuring Risk (Q5165617) (← links)
- Financial Asset Bubbles in Banking Networks (Q5227411) (← links)
- ELECTRICITY FUTURES PRICE MODELING WITH LÉVY TERM STRUCTURE MODELS (Q5245888) (← links)
- A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing (Q5297933) (← links)
- Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps (Q5411913) (← links)
- Stochastic Feynman–Kac Equations Associated to Lévy–Itô Diffusions (Q5421602) (← links)
- MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES (Q5462131) (← links)
- Optimal portfolio for an insider in a market driven by Lévy processes§ (Q5475314) (← links)
- A unified approach to systemic risk measures via acceptance sets (Q5743125) (← links)
- FINANCIAL CONTAGION IN A STOCHASTIC BLOCK MODEL (Q5854323) (← links)
- Liquidity Based Modeling of Asset Price Bubbles via Random Matching (Q6184829) (← links)
- Restoration of well-posedness of infinite-dimensional singular ODE's via noise (Q6201830) (← links)
- Mean-Field SDEs driven by $G$-Brownian Motion (Q6517742) (← links)
- Stability, uniqueness and existence of solutions to McKean-Vlasov stochastic differential equations in arbitrary moments (Q6633167) (← links)
- Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs: a multidimensional Yamada-Watanabe approach (Q6649864) (← links)
- Detecting asset price bubbles using deep learning (Q6667576) (← links)
