The following pages link to Nils Detering (Q362048):
Displaying 17 items.
- Return distributions of equity-linked retirement plans under jump and interest rate risk (Q362051) (← links)
- An integrated model for fire sales and default contagion (Q829209) (← links)
- Pricing and hedging Asian-style options on energy (Q889623) (← links)
- Directed chain stochastic differential equations (Q1986036) (← links)
- Bootstrap percolation in directed inhomogeneous random graphs (Q2315432) (← links)
- Neural networks in Fréchet spaces (Q2679424) (← links)
- Model risk of contingent claims (Q4554508) (← links)
- LOCAL RISK-MINIMIZATION WITH MULTIPLE ASSETS UNDER ILLIQUIDITY WITH APPLICATIONS IN ENERGY MARKETS (Q4571703) (← links)
- Managing Default Contagion in Inhomogeneous Financial Networks (Q4971974) (← links)
- Suffocating Fire Sales (Q5029933) (← links)
- Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations (Q5056589) (← links)
- Independent increment processes: a multilinearity preserving property (Q5086705) (← links)
- FINANCIAL CONTAGION IN A STOCHASTIC BLOCK MODEL (Q5854323) (← links)
- Pricing options on flow forwards by neural networks in a Hilbert space (Q6181517) (← links)
- Optimal Support for Distressed Subsidiaries -- a Systemic Risk Perspective (Q6505409) (← links)
- Abstract polynomial processes (Q6620090) (← links)
- Structure-informed operator learning for parabolic Partial Differential Equations (Q6753479) (← links)
