-
2011 Artikel Capital requirements, the option surface,
-
Capital requirements, the option surface, market, credit and liquidity risk. Preprint, University of Freiburg (2011) (with D. B. Madan and W. Schoutens)
Existiert in
Emeriti
/
Ernst Eberlein
/
Inhalte
-
2011 Artikel On approximative solutions of multistopping problems
-
On approximative solutions of multistopping problems. Coauthor: A. Faller. Annals Appl. Probability 21 (2011), 1965–1993
Existiert in
Emeriti
/
Ludger Rüschendorf
/
Contents
-
2011 Artikel On approximative solutions of optimal stopping problems
-
On approximative solutions of optimal stopping problems. Coauthor: A. Faller. Advances Appl. Probability 43 (2011), 1086-1108
Existiert in
Emeriti
/
Ludger Rüschendorf
/
Contents
-
2012 Artikel Approximative solutions of best choice problems
-
Approximative solutions of best choice problems. Coauthor: A. Faller. Electronic Journal of Probability 17 (54) (2012), 1-22
Existiert in
Emeriti
/
Ludger Rüschendorf
/
Contents
-
2012 Artikel Dealing with complex realities in financial modeling
-
Dealing with complex realities in financial modeling. Current Science 103 (6) (2012), 647–649 (with D. B. Madan)
Existiert in
Emeriti
/
Ernst Eberlein
/
Inhalte
-
2012 Artikel Optimal multiple stopping with sum-payoff
-
Optimal multiple stopping with sum-payoff. Coauthor: A. Faller. ТВП 57 (2) (2012), 384–395. (Teor. Veroyatnost. i Primenen. 57 (2) (2012), 384–395) (pdf, doi:10.4213/tvp4455, Mi tvp4455)
Existiert in
Emeriti
/
Ludger Rüschendorf
/
Contents
-
2012 Artikel Pricing to acceptability: with
-
Pricing to acceptability: with applications to valuation of one's own credit risk. The Journal of Risk 15 (1) (2012), 91–120 (with T. Gehrig and D. B. Madan)
Existiert in
Emeriti
/
Ernst Eberlein
/
Inhalte
-
2012 Artikel Unbounded liabilities, capital reserve
-
Unbounded liabilities, capital reserve requirements and the taxpayer put option. Quantitative Finance 12 (5) (2012), 709–724 (with D. B. Madan)
Existiert in
Emeriti
/
Ernst Eberlein
/
Inhalte
-
2012 Vortrag A Martingale Approach
-
A Martingale Approach to Optimal Stopping, Vortrag Freiburg, 2012
Existiert in
Emeriti
/
Hans Rudolf Lerche
/
Inhalte
-
2012 Vortrag Statistik: Zwischen Manipulation und Wahrheit
-
Statistik: Zwischen Manipulation und Wahrheit, MNU-Kongress, Freiburg 2. April 2012
Existiert in
Emeriti
/
Hans Rudolf Lerche
/
Inhalte
