Volker Kraetschmer

Identifiers

• name variant Volker Kraetschmer 0.60 · backfill

Papers (3)

1. Minimax theorems for American options in incomplete markets without time-consistency math.PR · 2017 · author #2
2. Optimal stopping under probability distortions and law invariant coherent risk measures math.OC · 2015 · author #2
3. Optimal stopping under model uncertainty: randomized stopping times approach q-fin.MF · 2014 · author #2

Mentions

• 1405.2240 #2 · backfill · confidence 0.70 Volker Kraetschmer

Frequent Coauthors

• Denis Belomestny 3 shared papers