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Mitja Stadje

Identifiers

  • name variant Mitja Stadje 0.60 · backfill

Papers (9)

  1. Representation Results for Law Invariant Recursive Dynamic Deviation Measures and Risk Sharing q-fin.RM · 2018 · author #1
  2. A Regress-Later Algorithm for Backward Stochastic Differential Equations math.PR · 2017 · author #2
  3. Perfect hedging under endogenous permanent market impacts q-fin.MF · 2017 · author #2
  4. On Dynamic Deviation Measures and Continuous-Time Portfolio Optimisation math.PR · 2016 · author #2
  5. 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
  6. On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation math.PR · 2013 · author #3
  7. Time-Consistent and Market-Consistent Evaluations q-fin.PR · 2011 · author #1
  8. Existence, minimality and approximation of solutions to BSDEs with convex drivers math.PR · 2011 · author #2
  9. BS\Delta Es and BSDEs with non-Lipschitz drivers: Comparison, convergence and robustness math.PR · 2010 · author #2

Mentions

  • 1406.7145 #3 · backfill · confidence 0.70 Mitja Stadje
  • 1301.3531 #3 · backfill · confidence 0.70 Mitja Stadje
  • 1109.1749 #1 · backfill · confidence 0.70 Mitja Stadje
  • 1105.1471 #2 · backfill · confidence 0.70 Mitja Stadje
  • 1002.0175 #2 · backfill · confidence 0.70 Mitja Stadje

Frequent Coauthors