Palm, Jonathan (FIM)
Portfolio Choice via a Quantile Function
Masterarbeit
2025

Benedikt Simon Flierl
D-Vine Quantile Regression Based Multiple Imputation Using a Fully Conditional Specification Approach with Applications to ESG Data
Masterarbeit
2025

Kaltenbacher, Barbara;Nikolić, Vanja
Vanishing relaxation time limit of the Jordan-Moore-Gibson-Thompson wave equation with Neumann and absorbing boundary conditions
Pure and Applied Functional Analysis
2020
5
1
1--26

Bhattacharya, Ayan;Dyszewski, Piotr;Gantert, Nina;Palmowski, Zbigniew
Branching random walk and log-slowly varying tails
Latin American Journal of Probability and Mathematical Statistics
2025
22
1
473

De Witte D., Mai J. and Scherer M.
Portfolio optimization in a multivariate jump-diffusion model
2025

Termaat, Samuel
Interest-rate sensitivity for callable bonds under the Hull-White model
Masterarbeit
2025

Papst, Katharina
Assessing the German flood insurance gap
Masterarbeit
2025

Boege, Tobias; Drton, Mathias; Hollering, Benjamin; Lumpp, Sarah; Misra, Pratik; Schkoda, Daniela
Conditional independence in stationary distributions of diffusions
Stochastic Processes and their Applications
2025
184
Jun
104604

Rohwedder, Lars;Schnaars, Leander
3.415-Approximation for Coflow Scheduling via Iterated Rounding
CoRR
2025

Zhang, Yifan
A GARCH-Based Framework for Optimizing Sustainable Investment Portfolios
Masterarbeit
2025