Antoon Pelsser

Identifiers

• name variant Antoon Pelsser 0.60 · backfill

Papers (6)

1. A Regress-Later Algorithm for Backward Stochastic Differential Equations math.PR · 2017 · author #3
2. Extrapolating the term structure of interest rates with parameter uncertainty q-fin.CP · 2013 · author #2
3. Fast Convergence of Regress-Later Estimates in Least Squares Monte Carlo q-fin.CP · 2013 · author #3
4. Instantaneous mean-variance hedging and instantaneous Sharpe ratio pricing in a regime-switching financial model, with applications to equity-linked claims q-fin.PR · 2013 · author #2
5. Time-Consistent Actuarial Valuations q-fin.PR · 2011 · author #1
6. Time-Consistent and Market-Consistent Evaluations q-fin.PR · 2011 · author #2

Mentions

• 1312.5073 #2 · backfill · confidence 0.70 Antoon Pelsser
• 1309.5274 #3 · backfill · confidence 0.70 Antoon Pelsser
• 1303.4082 #2 · backfill · confidence 0.70 Antoon Pelsser
• 1109.1751 #1 · backfill · confidence 0.70 Antoon Pelsser
• 1109.1749 #2 · backfill · confidence 0.70 Antoon Pelsser

Frequent Coauthors

• Mitja Stadje 2 shared papers
• Anne Balter 1 shared papers
• Eric Beutner 1 shared papers
• Janina Schweizer 1 shared papers
• Kossi Gnameho 1 shared papers
• {\L}ukasz Delong 1 shared papers
• Peter Schotman 1 shared papers