The following pages link to Christian Bender (Q430977):
Displaying 50 items.
- Finite variation of fractional Lévy processes (Q430979) (← links)
- Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus (Q453268) (← links)
- Dual pricing of multi-exercise options under volume constraints (Q483695) (← links)
- A general non-existence result for linear BSDEs driven by Gaussian processes (Q516011) (← links)
- Simple arbitrage (Q691114) (← links)
- Backward SDEs driven by Gaussian processes (Q740188) (← links)
- Stochastic calculus for convoluted Lévy processes (Q1002567) (← links)
- On \(q\)-optimal martingale measures in exponential Lévy models (Q1003349) (← links)
- An \(S\)-transform approach to integration with respect to a fractional Brownian motion (Q1431525) (← links)
- Discretizing Malliavin calculus (Q1639664) (← links)
- Subordination principle and Feynman-Kac formulae for generalized time-fractional evolution equations (Q2110559) (← links)
- Stochastic solutions of generalized time-fractional evolution equations (Q2110875) (← links)
- Arbitrage-free interpolation of call option prices (Q2173277) (← links)
- Itô's formula for Gaussian processes with stochastic discontinuities (Q2184825) (← links)
- ``Regression anytime'' with brute-force SVD truncation (Q2240846) (← links)
- Pricing by hedging and no-arbitrage beyond semimartingales (Q2271717) (← links)
- A generalised Itō formula for Lévy-driven Volterra processes (Q2347455) (← links)
- A forward scheme for backward SDEs (Q2464848) (← links)
- Time discretization and Markovian iteration for coupled FBSDEs (Q2476402) (← links)
- Explicit solutions of a class of linear fractional BSDEs (Q2504564) (← links)
- An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter. (Q2574549) (← links)
- Discretization of backward stochastic Volterra integral equations (Q2849675) (← links)
- Least-Squares Monte Carlo for Backward SDEs (Q2917434) (← links)
- Sticky Continuous Processes have Consistent Price Systems (Q2949856) (← links)
- Integrating Volatility Clustering Into Exponential Lévy Models (Q3182422) (← links)
- Maximal Inequalities for Fractional Lévy and Related Processes (Q3448336) (← links)
- Enhanced policy iteration for American options via scenario selection (Q3498561) (← links)
- OPTIMAL SUPERHEDGING UNDER NON-CONVEX CONSTRAINTS — A BSDE APPROACH (Q3520538) (← links)
- TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO (Q3608735) (← links)
- On the Clark-Ocone Theorem for Fractional Brownian Motions with Hurst Parameter bigger than a Half (Q4464388) (← links)
- THE RESTRICTION OF THE FRACTIONAL ITÔ INTEGRAL TO ADAPTED INTEGRANDS IS INJECTIVE (Q4662169) (← links)
- (Q4925737) (← links)
- Fractional Processes as Models in Stochastic Finance (Q5198556) (← links)
- Pathwise Dynamic Programming (Q5219679) (← links)
- DUAL REPRESENTATIONS FOR GENERAL MULTIPLE STOPPING PROBLEMS (Q5247424) (← links)
- Solving Stochastic Dynamic Programs by Convex Optimization and Simulation (Q5256549) (← links)
- A PRIMAL–DUAL ALGORITHM FOR BSDES (Q5283406) (← links)
- A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING: CLASSICAL SOLUTIONS (Q5283407) (← links)
- Importance Sampling for Backward SDEs (Q5305278) (← links)
- Primal and Dual Pricing of Multiple Exercise Options in Continuous Time (Q5388676) (← links)
- An iterative method for multiple stopping: convergence and stability (Q5395357) (← links)
- A Posteriori Estimates for Backward SDEs (Q5397867) (← links)
- (Q5430704) (← links)
- Arbitrage in a Discrete Version of the Wick-Fractional Black-Scholes Market (Q5704206) (← links)
- Iterative Improvement of Lower and Upper Bounds for Backward SDEs (Q5738163) (← links)
- A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING (Q5739185) (← links)
- Policy iteration for american options: overview (Q5757062) (← links)
- Solving Optimal Stopping Problems via Randomization and Empirical Dual Optimization (Q6121634) (← links)
- General transfer formula for stochastic integral with respect to multifractional Brownian motion (Q6204809) (← links)
- A random measure approach to reinforcement learning in continuous time (Q6746068) (← links)
