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Arbitrage in a Discrete Version of the Wick-Fractional Black-Scholes Market
Bender, Christian; Elliott, Robert J. - In: Mathematics of operations research 29 (2004) 4, pp. 935-945
Persistent link: https://www.econbiz.de/10006417536
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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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Solving optimal stopping problems via randomization and empirical dual optimization
Belomestny, Denis; Bender, Christian; Schoenmakers, John - In: Mathematics of operations research 48 (2023) 3, pp. 1454-1480
Persistent link: https://www.econbiz.de/10014329294