Browsing by Author Cheridito, Patrick
Showing results 1 to 12 of 12
| Publication Date | Article Title | Author(s) |
| Feb-2014 | BSDEs with terminal conditions that have bounded Malliavin derivative | Cheridito, Patrick; Nam, Kihun |
| 2013 | BSΔEs and BSDEs with non-Lipschitz drivers: Comparison, convergence and robustness | Cheridito, Patrick; Stadje, Mitja |
| 2015 | Conditional Analysis on ℝ𝑑 | Cheridito, Patrick; Kupper, Michael; Vogelpoth, Nicolas |
| Feb-2014 | Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments | Kim, Woo Chang; Fabozzi, Frank J; Cheridito, Patrick; Fox, Charles |
| 2016 | Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences | Cheridito, Patrick; Horst, Ulrich; Kupper, Michael; Pirvu, Traian A |
| Apr-2012 | Existence, minimality and approximation of solutions to BSDEs with convex drivers | Cheridito, Patrick; Stadje, Mitja |
| 2015 | Multidimensional quadratic and subquadratic BSDEs with special structure | Cheridito, Patrick; Nam, Kihun |
| 2014 | Optimal Trade Execution under Stochastic Volatility and Liquidity | Cheridito, Patrick; Sepin, Tardu |
| 2012 | Pricing and Hedging in Affine Models with Possibility of Default | Cheridito, Patrick; Wugalter, Alexander |
| 2012 | Processes of Class Sigma, Last Passage Times, and Drawdowns | Cheridito, Patrick; Nikeghbali, Ashkan; Platen, Eckhard |
| Feb-2015 | A reduced-form contingent convertible bond model with deterministic conversion intensity | Cheridito, Patrick; Xu, Zhikai |
| Dec-2013 | Reward-Risk Ratios | Cheridito, Patrick; Kromer, Eduard |
