Forschungsbereich Stochastische Finanz- und Versicherungsmathematik

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Organization Name (de) Name der Organisation (de)
E105-05 - Forschungsbereich Stochastische Finanz- und Versicherungsmathematik
 
Code Kennzahl
E105-05
 
Type of Organization Organisationstyp
Research Division
Parent OrgUnit Übergeordnete Organisation
 
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OrgUnit's Publications


Results 1-20 of 932 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Hubalek, Friedrich ; Schachermayer, Walter Convergence of optimal expected utility for a sequence of binomial modelsArtikel Article Oct-2021
2Arandjelovic, Aleksandar Importance sampling for option pricing with feedforward networksPräsentation Presentation2021
3Arandjelovic, Aleksandar Deep hedging in continuous timePräsentation Presentation2021
4Hubalek, Friedrich Comparing binomial and Gaussian tails with an application to utility maximizationPräsentation Presentation2021
5Gu, Lingqi ; Yin, Yiqing ; Yang, Junjian Utility maximization problem under transaction costs: optimal dual processes and stabilityArtikel Article 2021
6Arandjelovic, Aleksandar Importance sampling for option pricing with feedforward networksPräsentation Presentation2021
7Arandjelovic, Aleksandar Importance sampling for option pricing with feedforward networksPräsentation Presentation2021
8Gerhold, Stefan ; Hubalek, Friedrich ; Tomovski, Živorad Asymptotics of some generalized Mathieu seriesArtikel Article 2020
9Radojičić, Dragana ; Kredatus, Simeon The impact of stock market price Fourier transform analysis on the Gated Recurrent Unit classifier modelArtikel Article 2020
10Yang, Junjian On the planning problem in mean-field gamesPräsentation Presentation2020
11Rheinländer, Thorsten Concepts of stochastic integration with applications to mathematical financePräsentation Presentation2020
12Hubalek, Friedrich Comparing binomial and Gaussian tails with an application to utility maximizationPräsentation Presentation2020
13Rheinländer, Thorsten On pathwise stochastic integrationPräsentation Presentation2020
14Rheinländer, Thorsten On the stochastic heat equationPräsentation Presentation2020
15Arandjelovic, Aleksandar Deep Portfolio Optimization in Financial Markets with a Large TraderPräsentation Presentation2020
16Radojicic, Dragana An approach for processing data from NASDAQ stock exchange databasePräsentation Presentation2020
17Arandjelovic, Aleksandar Deep Portfolio Optimization in Financial Markets with a Large TraderPräsentation Presentation2020
18Lin, Yiqing ; Ren, Zhenjie ; Touzi, Nizar ; Yang, Junjian Second-order backward SDE with random terminal timeArtikel Article 2020
19Radojicic, Dragana ; Radojicic, Nina ; Kredatus, Simeon A multicriteria optimization approach for the stock market feature selectionArtikel Article 2020
20Kallsen, Jan ; Krühner, Paul On uniqueness of solutions to martingale problems - counterexamples and sufficient criteriaArtikel Article 2020