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Faculties and Departments
(8688)
School of Business Informatics and Mathematics
(1243)
Mathematical Finance (Prömel 2019-)
(12)
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A
Allan, Andrew L.
;
Liu, Chong
;
Prömel, David J.
ORCID: 0000-0001-7028-7500
(2021)
Càdlàg rough differential equations with reflecting barriers.
Stochastic Processes and Their Applications Amsterdam [u.a.] 142 79-104 [Article]
Allan, Andrew L.
;
Cuchiero, Christa
;
Liu, Chong
;
Prömel, David J.
ORCID: 0000-0001-7028-7500
(2023)
Model-free portfolio theory: A rough path approach.
Mathematical Finance Malden, Mass. [u.a.] 33 3 709-765 [Article]
Allan, Andrew L.
;
Prömel, David J.
ORCID: 0000-0001-7028-7500
;
Liu, Chong
(2024)
A càdlàg rough path foundation for robust finance.
Finance and Stochastics Berlin [u.a.] 28 1 215-257 [Article]
B
Bartl, Daniel
;
Kupper, Michael
;
Prömel, David J.
ORCID: 0000-0001-7028-7500
;
Tangpi, Ludovic
(2019)
Duality for pathwise superhedging in continuous time.
Finance and Stochastics Berlin ; Heidelberg 23 3 697-728 [Article]
C
Chen, Li
;
Nikolaev, Paul
ORCID: 0009-0005-6963-6730
;
Prömel, David J.
ORCID: 0000-0001-7028-7500
(2024)
Well-posedness of diffusion–aggregation equations with bounded kernels and their mean-field approximations.
Mathematical Methods in the Applied Sciences : MMAS Chichester [u.a.] 47 11 9222-9248 [Article]
K
Kiiski, Matti
(2020)
The Riesz representation theorem and weak∗ compactness of semimartingales.
Finance and Stochastics Berlin [u.a.] 24 4 827-870 [Article]
L
Liu, Chong
;
Prömel, David J.
ORCID: 0000-0001-7028-7500
;
Teichmann, Josef
(2021)
Stochastic analysis with modelled distributions.
Stochastics and Partial Differential Equations New York, NY 9 2021 343-379 [Article]
N
Nikolaev, Paul
(2024)
Mean field limit for stochastic particle systems with and without common noise.
Mannheim [Doctoral dissertation]
P
Prömel, David J.
ORCID: 0000-0001-7028-7500
(2015)
Robust stochastic analysis with applications.
Berlin [Doctoral dissertation]
Prömel, David J.
ORCID: 0000-0001-7028-7500
;
Scheffels, David
(2024)
Pathwise uniqueness for singular stochastic Volterra equations with Hölder coefficients.
Stochastics and Partial Differential Equations: Analysis and Computations New York, NY tba tba 1-59 [Article]
Prömel, David J.
ORCID: 0000-0001-7028-7500
;
Scheffels, David
(2023)
On the existence of weak solutions to stochastic Volterra equations.
Electronic Communications in Probability : ECP Seattle, WA 28 Article 52 1-12 [Article]
S
Scheffels, David
(2023)
Well-posedness of stochastic Volterra equations with non-Lipschitz coefficients.
Mannheim [Doctoral dissertation]
This list was created automatically on
Sun Jan 19 08:02:15 2025 CET