Marc Wittlinger

Identifiers

• name variant Marc Wittlinger 0.60 · backfill

Papers (3)

1. Pricing bonds with optional sinking feature using Markov Decision Processes q-fin.PR · 2013 · author #2
2. Moment based estimation of supOU processes and a related stochastic volatility model math.PR · 2013 · author #3
3. Optimal relaxed portfolio strategies for growth rate maximization problems with transaction costs q-fin.PM · 2012 · author #2

Mentions

• 1305.5220 #2 · backfill · confidence 0.70 Marc Wittlinger
• 1305.1470 #3 · backfill · confidence 0.70 Marc Wittlinger
• 1209.0305 #2 · backfill · confidence 0.70 Marc Wittlinger

Frequent Coauthors

• Jan-Frederik Mai 1 shared papers
• Robert Stelzer 1 shared papers
• S\"oren Christensen 1 shared papers
• Thomas Tosstorff 1 shared papers