Martin Herdegen

Identifiers

No identifiers captured yet.

Papers (5)

1. Strict Local Martingales and Optimal Investment in a Black-Scholes Model with a Bubble q-fin.MF · 2017 · author #1
2. Scaling Limits of Processes with Fast Nonlinear Mean Reversion math.PR · 2017 · author #2
3. Equilibrium Returns with Transaction Costs q-fin.PM · 2017 · author #3
4. Minimal Conditions for Implications of Gronwall-Bellman Type math.CA · 2016 · author #1
5. Single Jump Processes and Strict Local Martingales math.PR · 2015 · author #1

Mentions

No mention provenance yet.

Frequent Coauthors

• Sebastian Herrmann 3 shared papers
• Johannes Muhle-Karbe 2 shared papers
• Bruno Bouchard (CEREMADE) 1 shared papers
• Masaaki Fukasawa 1 shared papers
• Thomas Cay\'e 1 shared papers