4. Mathematics
  5. Probability

Ludger Rüschendorf

Mathematics – Probability

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Comparison of semimartingales and Lévy processes

Mathematics – Probability
Scientific paper

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On a class of optimal stopping problems for diffusions with discontinuous coefficients

Mathematics – Probability
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On approximative solutions of multistopping problems

Mathematics – Probability
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On the contraction method with degenerate limit equation

Mathematics – Probability
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Ordering of multivariate probability distributions with respect to extreme portfolio losses

Economy – Quantitative Finance – Risk Management
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Profile ID: LFWR-SCP-P-140826

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