Hannes Hagen Haferkorn

Tags: Mathematics, Stochastic analysis and finance and insurance and risk

Publications

  • Baños, David Ruiz; Di Nunno, Giulia; Haferkorn, Hannes Hagen & Proske, Frank Norbert (2017). Stochastic functional differential equations and sensitivity to their initial path. arXiv.org.  ISSN 2331-8422. Full text in Research Archive
  • Baños, David Ruiz; Haferkorn, Hannes Hagen & Proske, Frank Norbert (2017). Strong Uniqueness of Singular Stochastic Delay Equations. arXiv.org.  ISSN 2331-8422.
  • Di Nunno, Giulia & Haferkorn, Hannes Hagen (2017). A Maximum Principle for Mean-Field SDEs with Time Change. Applied mathematics and optimization.  ISSN 0095-4616.  76(1), s 137- 176 . doi: https://doi.org/10.1007/s00245-017-9426-0

View all works in Cristin

  • Haferkorn, Hannes Hagen (2017). Stochastic Functional Differential Equations and Sensitivity to their initial Path.
  • Haferkorn, Hannes Hagen (2016). Sensitivity analysis in a market with memory.

View all works in Cristin

Published Nov. 17, 2014 11:47 AM - Last modified Oct. 5, 2016 11:31 AM