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Stephan Sturm

Identifiers

  • name variant Stephan Sturm 0.60 · backfill

Papers (9)

  1. Risk-indifference Pricing of American-style Contingent Claims q-fin.PR · 2024 · author #4
  2. Intertemporal Cost-efficient Consumption q-fin.MF · 2024 · author #2
  3. Cost-efficiency in Incomplete Markets q-fin.PM · 2022 · author #2
  4. A sensitivity analysis of the long-term expected utility of optimal portfolios q-fin.MF · 2019 · author #2
  5. Arbitrage-Free Pricing of XVA - Part II: PDE Representation and Numerical Analysis q-fin.PR · 2015 · author #3
  6. Arbitrage-Free Pricing of XVA -- Part I: Framework and Explicit Examples q-fin.PR · 2015 · author #3
  7. Portfolio Optimization under Convex Incentive Schemes q-fin.PM · 2011 · author #2
  8. From Smile Asymptotics to Market Risk Measures q-fin.RM · 2011 · author #2
  9. Is the minimum value of an option on variance generated by local volatility? q-fin.CP · 2010 · author #3

Mentions

  • 1502.06106 #3 · backfill · confidence 0.70 Stephan Sturm
  • 1501.05893 #3 · backfill · confidence 0.70 Stephan Sturm
  • 1109.2945 #2 · backfill · confidence 0.70 Stephan Sturm
  • 1107.4632 #2 · backfill · confidence 0.70 Stephan Sturm
  • 1001.4031 #3 · backfill · confidence 0.70 Stephan Sturm

Frequent Coauthors