Mitja Stadje
Identifiers
- name variant Mitja Stadje 0.60 · backfill
Papers (9)
- Representation Results for Law Invariant Recursive Dynamic Deviation Measures and Risk Sharing q-fin.RM · 2018 · author #1
- A Regress-Later Algorithm for Backward Stochastic Differential Equations math.PR · 2017 · author #2
- Perfect hedging under endogenous permanent market impacts q-fin.MF · 2017 · author #2
- On Dynamic Deviation Measures and Continuous-Time Portfolio Optimisation math.PR · 2016 · author #2
- Convergence of BS\Delta Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver math.PR · 2014 · author #3
- On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation math.PR · 2013 · author #3
- Time-Consistent and Market-Consistent Evaluations q-fin.PR · 2011 · author #1
- Existence, minimality and approximation of solutions to BSDEs with convex drivers math.PR · 2011 · author #2
- BS\Delta Es and BSDEs with non-Lipschitz drivers: Comparison, convergence and robustness math.PR · 2010 · author #2
Mentions
Frequent Coauthors
- Martijn Pistorius 3 shared papers
- Antoon Pelsser 2 shared papers
- Dilip Madan 2 shared papers
- Patrick Cheridito 2 shared papers
- Kossi Gnameho 1 shared papers
- Masaaki Fukasawa 1 shared papers