Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik

Organization Name (de) Name der Organisation (de)
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik
 
Code Kennzahl
E105-01
 
Type of Organization Organisationstyp
Research Division
Parent OrgUnit Übergeordnete Organisation
 
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Results 1-20 of 729 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Gerhold, Stefan Fractional models in financial option pricingPresentation Vortrag28-Nov-2023
2Wiedermann, Kristof A CLT for Solutions to SVIEs and Their Non-MarkovianityPresentation Vortrag25-May-2023
3Gerhold, Stefan Fractional models from econophysicsPresentation Vortrag22-May-2023
4Gerhold, Stefan Die Mathematik der FinanzmärktePresentation Vortrag4-May-2023
5Gerhold, Stefan Asymptotic pricing of VIX options under rough volatilityPresentation Vortrag7-Mar-2023
6Gerhold, Stefan ; Wiedermann, Kristof A CLT for Solutions to Stochastic Volterra Integral EquationsPresentation Vortrag7-Mar-2023
7Gerhold, Stefan ; Jacquier, Antoine ; Rosenbaum, Mathieu Rough HestonBook Contribution Buchbeitrag2023
8Gerhold, Stefan Consistency of option prices under bid-ask spreadsInproceedings Konferenzbeitrag2023
9Gerhold-2023-Electronic Communications in Probability-vor.pdf.jpgGerhold, Stefan Small ball probabilities and large deviations for grey Brownian motionArticle Artikel 2023
10Gerhold-2023-Monatshefte fuer Mathematik-vor.pdf.jpgGerhold, Stefan ; Thomas, Simon A converse to the neo-classical inequality with an application to the Mittag-Leffler functionArticle Artikel 2023
11Forde, Martin ; Fukasawa, Masaaki ; Gerhold, Stefan ; Smith, Benjamin The Riemann-Liouville field and its GMC as 𝐻 → 0, and skew flattening for the rough Bergomi modelArtikel Article Feb-2022
12Boado-Penas, Maria Carmen ; Eisenberg, Julia ; Sahin, Sule Pandemics: Insurance and Social ProtectionBuch Book2022
13Boado-Penas, María del Carmen ; Eisenberg, Julia ; Şahin, Şule COVID-19: A Trigger for Innovations in Insurance?Buchbeitrag Book Contribution 2022
14Boado-Penas, María del Carmen ; Demarco, Gustavo ; Eisenberg, Julia ; Lundberg, Kristoffer ; Şahin, Şule All-Hands-On-Deck!—How International Organisations Respond to the COVID-19 PandemicBuchbeitrag Book Contribution 2022
15Grandits, Peter An Alexandrov-Bakelman-Pucci estimate for an anisotropic Laplacian with positive drift in unbounded domainsArtikel Article 2021
16Eisenberg, Julia ; Kremsner, Stefan ; Steinicke, Alexander Two Approaches for a Dividend Maximization Problem under an Ornstein-Uhlenbeck Interest RateArtikel Article 2021
17Hula, Andreas ; Fürnsinn, Florian ; Schwieger, Klemens ; Saleh, Peter ; Neumann, Manfred ; Ecker, Horst Deriving a joint risk estimate from dynamic data collected at motorcycle ridesArtikel Article 2021
18Gerhold, Stefan ; Gerstenecker, Christoph ; Gulisashvili, Archil Large deviations for fractional volatility models with non-Gaussian volatility driverArtikel Article 2021
19Brinker, Leonie Violetta ; Eisenberg, Julia Dividend optimisation: a behaviouristic approachArtikel Article 2021
20Boado-Penas, M. Carmen ; Eisenberg, Julia ; Korn, Ralf Transforming Public Pensions: A Mixed Scheme With A Credit Granted By The StateArtikel Article 2021