Nicole B\"auerle

Identifiers

• name variant Nicole B\"auerle 0.60 · backfill

Papers (9)

1. Portfolio Optimization in Fractional and Rough Heston Models q-fin.PM · 2018 · author #1
2. Partially Observable Risk-Sensitive Stopping Problems in Discrete Time math.OC · 2017 · author #1
3. Extremal Behavior of Long-Term Investors with Power Utility q-fin.PM · 2017 · author #1
4. Risk-Sensitive Stopping Problems for Continuous-Time Markov Chains math.PR · 2016 · author #1
5. Optimal Dividend Payout Model with Risk Sensitive Preferences math.PR · 2016 · author #1
6. Stochastic Optimal Growth Model with Risk Sensitive Preferences econ.GN · 2015 · author #1
7. Gas Storage valuation with regime switching q-fin.PR · 2014 · author #1
8. Exact and Approximate Hidden Markov Chain Filters Based on Discrete Observations math.PR · 2014 · author #1
9. Risk-Sensitive Dividend Problems math.PR · 2013 · author #1

Mentions

• 1509.05638 #1 · arxiv_oai · confidence 0.70 Nicole B\"auerle
• 1411.0849 #1 · arxiv_oai · confidence 0.70 Nicole B\"auerle
• 1412.1298 #1 · backfill · confidence 0.70 Nicole B\"auerle
• 1306.4442 #1 · backfill · confidence 0.70 Nicole B\"auerle

Frequent Coauthors

• Anna Ja\'skiewicz 3 shared papers
• Anton Popp 1 shared papers
• Igor Gilitschenski 1 shared papers
• Sascha Desmettre 1 shared papers
• Stefanie Grether 1 shared papers
• Ulrich Rieder 1 shared papers
• Uwe D. Hanebeck 1 shared papers
• Viola Riess 1 shared papers