Peter Imkeller
AuthID: R-00H-TBQ
1
TITLE: Differentiability of SDEs with drifts of super-linear growth
AUTHORS: Peter Imkeller; Goncalo dos Reis ; William Salkeld;
PUBLISHED: 2019, SOURCE: ELECTRONIC JOURNAL OF PROBABILITY, VOLUME: 24
AUTHORS: Peter Imkeller; Goncalo dos Reis ; William Salkeld;
PUBLISHED: 2019, SOURCE: ELECTRONIC JOURNAL OF PROBABILITY, VOLUME: 24
2
TITLE: Results on Numerics for FBSDE with Drivers of Quadratic Growth
AUTHORS: Peter Imkeller; Gonçalo Dos Reis ; Jianing Zhang;
PUBLISHED: 2010, SOURCE: Contemporary Quantitative Finance
AUTHORS: Peter Imkeller; Gonçalo Dos Reis ; Jianing Zhang;
PUBLISHED: 2010, SOURCE: Contemporary Quantitative Finance
3
TITLE: Path regularity and explicit convergence rate for BSDE with truncated quadratic growth Full Text
AUTHORS: Imkeller, P; Dos Reis, G ;
PUBLISHED: 2010, SOURCE: Stochastic Processes and their Applications, VOLUME: 120, ISSUE: 3
AUTHORS: Imkeller, P; Dos Reis, G ;
PUBLISHED: 2010, SOURCE: Stochastic Processes and their Applications, VOLUME: 120, ISSUE: 3
4
TITLE: Erratum: Path regularity and explicit convergence rate for BSDE with truncated quadratic growth (Stochastic Processes and their Applications (2010) 120 (348-379)) Full Text
AUTHORS: Imkeller, P; Dos Reis, G ;
PUBLISHED: 2010, SOURCE: Stochastic Processes and their Applications, VOLUME: 120, ISSUE: 11
AUTHORS: Imkeller, P; Dos Reis, G ;
PUBLISHED: 2010, SOURCE: Stochastic Processes and their Applications, VOLUME: 120, ISSUE: 11
5
TITLE: Pricing and hedging of derivatives based on nontradable underlyings Full Text
AUTHORS: Ankirchner, S; Imkeller, P; Reis, GD ;
PUBLISHED: 2010, SOURCE: Mathematical Finance, VOLUME: 20, ISSUE: 2
AUTHORS: Ankirchner, S; Imkeller, P; Reis, GD ;
PUBLISHED: 2010, SOURCE: Mathematical Finance, VOLUME: 20, ISSUE: 2
6
TITLE: Classical and variational differentiability of BSDEs with quadratic growth Full Text
AUTHORS: Ankirchner, S; Imkeller, P; Reis, GD ;
PUBLISHED: 2007, SOURCE: Electronic Journal of Probability, VOLUME: 12
AUTHORS: Ankirchner, S; Imkeller, P; Reis, GD ;
PUBLISHED: 2007, SOURCE: Electronic Journal of Probability, VOLUME: 12
