Economy – Quantitative Finance – Pricing of Securities
Scientist
Economy
Quantitative Finance
Pricing of Securities
Scientist
$L^2$-approximating pricing under restricted information
Backward Stochastic PDEs related to the utility maximization problem
Mean-variance Hedging Under Partial Information
Robust mean-variance hedging in the single period model
Robust utility maximization for diffusion market model with misspecified coefficients
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