50 Infos zu Mitja Stadje

1 Aktuelle Nachrichten

Mitja Stadje: Time-Consistent and Market-Consistent Evaluations. This event is now over. Event image. Event; Seminar. Date: Wednesday, 12 June

3 Profile in Sozialen Netzwerken

Mitja Stadje. Information about the author Mitja Stadje will soon be added to the site. Found 1 papers in total. Date Descending, Date Ascending, Title ...

Patrick Cheridito's papers

2 Firmen-Mitarbeiter

Mitja Stadje. Mitja Stadje. Mitja Stadje. Institut für Versicherungswissenschaften Universität Ulm Ulm. Email: mitja.stadje(at)uni-ulm.de. Es fehlt: Leipzig" ‎| Muss Folgendes enthalten: Leipzig"

Risk and Macro Finance is the acclaimed research focal area of the University of Amsterdam's Faculty of Economics and Business.

1 Infos zur Ausbildung

Ökonometrie. Dozent Prof. Dr. Mitja Stadje. Übungsleiter Björn Kriesche. Zeit und Ort. Vorlesung Montag, 8:10-9:45 Uhr in H2 Dienstag, 8:25-10:00 Uhr in N24, ... Missing: Bernstadt, ‎Württ"

5 Bücher zum Namen

Time-consistent and market-consistent evaluations. Antoon Pelsser; Mitja Stadje. Year of Publication: Authors: Pelsser, Antoon; Stadje, Mitja. Published in:.

We solve, theoretically and numerically, the problems of optimal portfolio choice and indifference valuation in a general continuous-time setting. The setting ...

This is a comprehensive introduction to the brand new theory of conic finance, also referred to as the two-price theory, which determines bid and ask prices in...

This volume presents five surveys with extensive bibliographies and six original contributions on set optimization and its applications in mathematical finance...

13 Dokumente

Title:Forward BSDEs and backward SPDEs for utility maximization under endogenous pricing. Authors:Thai Nguyen, Mitja Stadje · Download ...

We study a non-concave optimization problem in which a financial company maximizes the expected utility of the surplus under a risk-based regulatory constraint.

Most widely held works by Mitja Stadje. Robust optimal stopping by Volker Krätschmer( ) 1 edition published in in English and held by 7 WorldCat member ...

Joint work with Mitja Stadje. Thursday June 5, 12:30-13:00 | session 7.2 | Portfolio Optimization | room CD. We solve, theoretically and numerically, the problems ...

7 Wissenschaftliche Publikationen

List of computer science publications by Mitja Stadje

Thesis Infinitely divisible and related distributions and Lévy driven stochastic partial differential equations, Doctoral Thesis, Ulm University...

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List of computer science publications by Roger J. A. Laeven

1 Allgemeine Veröffentlichungen

Mitja Stadje, Ulm University, Germany Peter Sudhölter, University of Southern Denmark, Denmark Nilay Tanik Argon, University of North Carolina at Chapel Hill, ...

16 Webfunde aus dem Netz

Mitja Stadje. Employment. Ulm University. Professor since 2015; Faculty of Mathematics & Economics. Tilburg University. tenured Associate Professor, Missing: Plauen, Vogtl" Mitja Stadje. Employment. Ulm University. Professor since 2015; Faculty of Mathematics & Economics. Tilburg University. tenured Associate Professor, Missing: Plauen, Vogtl"

and Indifference Valuation Mitja Stadje Dep. of Econometrics & Operations ... Leipzig and MPI MIS Leipzig Bachelier Finance Society, June 21 (1) Optimal.

MathTree: publications by researcher

Law & Anthropology - Max Planck Institut für ethnologische Forschung with photos, videos and full information.

Dr. Mitja Stadje (Uni Ulm) Versicherungsmathematik - eine Wissenschaft für die ... Der gebürtige Wiesbadener hat auch regional den Schritt Richtung Süden ...

and Indifference Valuation Mitja Stadje Dep. of Econometrics & Operations Research Tilburg University joint work with Roger Laeven July,

Extending dynamic convex risk measures from discrete time to continuous time: A convergence approach. Mitja Stadje · Details · Contributors · Fields of science ...

[47] Dilip Madan, Martijn Pistorius, and Mitja Stadje, Convergence of 𝐵𝑆Δ𝐸𝑠 driven by random walks to BSDEs: the case of (in)finite activity jumps with ...

Website of Roger Laeven, Professor of Mathematics and Economics of Risk at the Amsterdam School of Economics.

Authors. An Chen (University of Ulm); Thai Nguyen (University of Ulm); Mitja Stadje (University of Ulm). Topic Areas. Asset Allocation , Optimal Investment , Risk ...

Two results on dynamic extensions of deviation measures - Volume 57 Issue 2

Father: Walter Stadje. Mother: Elvira (Kemper) Stadje. Spouse: Monika Ress. child: Rebekka Stadje. child: Mitja Stadje. Add photo. Click for see on larger map.

Robustness of Delta Hedging for Path-Dependent Options in Local Volatility Models - Volume 44 Issue 4

Mitja Stadje, EURANDOM ... Rheinische Friedrich -Wilhelms-Universität Bonn ... Mitja Stadje, Department of Operations Research & Financial Engineering, ...

Mitja Stadje (Econometrie & Operationele Research): optimaal kwantificeren van risico en optimale portefeuillekeuze onder ambiguïteit.