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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
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