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Pathwise dynamic programming
Bender, Christian; Gärtner, Christian; Schweizer, Nikolaus - In: Mathematics of operations research 43 (2018) 3, pp. 965-995
Persistent link: https://www.econbiz.de/10011914390
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Contingent capital with stock price triggers in interbank networks
Balter, Anne G.; Schweizer, Nikolaus; Vera, Juan C. - In: Mathematics of operations research 48 (2023) 1, pp. 520-543
Persistent link: https://www.econbiz.de/10014312569