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Källblad, Sigrid
 
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Own Publications Eigene Publikationen

Results 1-20 of 35 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Källblad, Sigrid Stochastic Control of Measure-valued Martingales with applications to Model-independent Option PricingPräsentation Presentation2018
2Källblad, Sigrid Model-independent pricing and Skorohod embeddings: a dynamic programming approachPräsentation Presentation2018
3Källblad, Sigrid Measure-valued martingales and optimality of solutions to the Skorokhod embedding problemPräsentation Presentation2018
4Källblad, Sigrid Optimal Skorokhod embedding given full marginals and application to the maximal reward functionPräsentation Presentation2018
5Källblad, Sigrid Stochastic control of measure-valued martingales with applications to robust pricing and Skorokhod embedding problemsPräsentation Presentation2018
6Källblad, Sigrid Stochastic control of measure-valued martingales with applications to robust pricing and Skorokhod embedding problemsPräsentation Presentation2018
7Källblad, Sigrid Measure valued martingale in mathematical financePräsentation Presentation2018
8Källblad, Sigrid Probability measure-valued martingalePräsentation Presentation2018
9Källblad, Sigrid Measure-valued martingales and optimality of Bass-type solutions to the Skorokhod embedding problemPräsentation Presentation2018
10Källblad, Sigrid Model-independent bounds for Asian options: a dynamic programming approachKonferenzbeitrag Inproceedings2018
11Källblad, Sigrid Measure-valued martingales and optimality of solutions to the Skorokhod embedding problemKonferenzbeitrag Inproceedings2018
12Källblad, Sigrid ; Obłój, Jan ; Zariphopoulou, Thaleia Dynamically consistent investment under model uncertainty: the robust forward criteriaArtikel Article 2018
13Källblad, Sigrid A dynamic programming principle for distribution-constrained optimal stoppingPräsentation Presentation2017
14Källblad, Sigrid A dynamic programming approach to model-independent pricing and some related problemsPräsentation Presentation2017
15Källblad, Sigrid A dynamic programming principle for distribution-constrained optimal stoppingPräsentation Presentation2017
16Källblad, Sigrid Measure-valued martingales and optimality of Bass-type solutions to the Skorokhod embedding problemPräsentation Presentation2017
17Källblad, Sigrid A dynamic programming principle for distribution-constrained optimal stoppingPräsentation Presentation 2017
18Källblad, Sigrid A Dynamic Programming Principle for Distribution-Constrained Optimal StoppingPräsentation Presentation2017
19Källblad, Sigrid Measure-valued martingales and optimality solutions to the Skorohod Embedding ProblemPräsentation Presentation2017
20Källblad, Sigrid Measure-valued martingales and optimality of Bass-type solutions to the Skorokhod embedding problemPräsentation Presentation2017