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~type_genre:"Aufsatz in Zeitschrift"
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ECONIS (ZBW)
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1
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:
2
Robust representation of convex risk measures by probability measures
Krätschmer, Volker
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 597-608
Persistent link: https://www.econbiz.de/10003133313
Saved in:
3
A pure martingale dual for multiple stopping
Schoenmakers, John
- In:
Finance and stochastics
16
(
2012
)
2
,
pp. 319-334
Persistent link: https://www.econbiz.de/10009544665
Saved in:
4
Comparative and qualitative robustness for law-invariant risk measures
Krätschmer, Volker
;
Schied, Alexander
;
Zähle, Henryk
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 271-295
Persistent link: https://www.econbiz.de/10010340784
Saved in:
5
Minimax theorems for American options without time-consistency
Belomestny, Denis
;
Hübner, Tobias
;
Krätschmer, Volker
; …
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 209-238
Persistent link: https://www.econbiz.de/10012023712
Saved in:
6
Reference-dependent preferences and the empirical pricing kernel puzzle
Grith, Maria
;
Härdle, Wolfgang
;
Krätschmer, Volker
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
1
,
pp. 269-298
Persistent link: https://www.econbiz.de/10011778588
Saved in:
7
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:
8
Sensitivity of risk measures with respect to the normal approximation of total claim distributions
Krätschmer, Volker
;
Zähle, Henryk
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 335-344
Persistent link: https://www.econbiz.de/10009404714
Saved in:
9
Dynamic semiparametric factor models in risk neutral density estimation
Giacomini, Enzo
;
Härdle, Wolfgang
;
Krätschmer, Volker
- In:
Advances in statistical analysis : AStA ; a journal of …
93
(
2009
)
4
,
pp. 387-402
Persistent link: https://www.econbiz.de/10003910560
Saved in:
10
Solving optimal stopping problems under model uncertainty via empirical dual optimisation
Belomestny, Denis
;
Hübner, Tobias
;
Krätschmer, Volker
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 461-503
Persistent link: https://www.econbiz.de/10013440233
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