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Mathematics of operations research
SFB 649 Discussion Paper
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International journal of theoretical and applied finance
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The journal of computational finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Sonderforschungsbereich 649: Ökonomisches Risiko - Discussion papers
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International Journal of Theoretical and Applied Finance (IJTAF)
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Stochastic Processes and their Applications
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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CreditRisk+ in the banking industry
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Solving optimal stopping problems via randomization and empirical dual optimization
Belomestny, Denis
;
Bender, Christian
;
Schoenmakers, John
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1454-1480
Persistent link: https://www.econbiz.de/10014329294
Saved in:
2
Optimal stopping under uncertainty in drift and jump intensity
Krätschmer, Volker
;
Ladkau, Marcel
;
Laeven, Roger J. A.
; …
- In:
Mathematics of operations research
43
(
2018
)
4
,
pp. 1177-1209
Persistent link: https://www.econbiz.de/10011956978
Saved in:
3
Optimal stopping under probability distortions
Belomestny, Denis
;
Krätschmer, Volker
- In:
Mathematics of operations research
42
(
2017
)
3
,
pp. 806-833
Persistent link: https://www.econbiz.de/10011742531
Saved in:
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