Economy – Quantitative Finance – Pricing of Securities
Scientist
Economy
Quantitative Finance
Pricing of Securities
Scientist
Institut fur Angewandte Mathematik
Classical and Variational Differentiability of BSDEs with quadratic growth
Credit risk premia and quadratic BSDEs with a single jump
On measure solutions of backward stochastic differential equations
Optimal cross hedging for insurance derivatives
Pricing and hedging of derivatives based on non-tradable underlyings
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