20080
Felix-Benedikt Liebrich, Max Nendel PDF
Robust Orlicz spaces: observations and caveats
Project:
C5, C7
Published: SIAM Journal on Financial Mathematics 13 (2022), 1344–1378
X
Robust Orlicz spaces: observations and caveats
|
21039
Michael Kupper, Max Nendel, Sven Fuhrmann PDF
Wasserstein perturbations of Markovian transition semigroups
Project:
C5, C7
Published: Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques 59 (2023), 904–932
X
Wasserstein perturbations of Markovian transition semigroups
|
22020
Jodi Dianetti, Giorgio Ferrari, Markus Fischer, Max Nendel PDF
A unifying framework for submodular mean field games
Project:
C4, C5, C7
Published: Mathematics of Operations Research 48 (2023), 1679–1710
X
A unifying framework for submodular mean field games
|
22025
Jonas Blessing, Robert Denk, Michael Kupper, Max Nendel PDF
Convex monotone semigroups and their generators with respect to $\Gamma$-convergence
Project:
C7
Published: Journal of Functional Analysis 288 (2025), Paper No. 110841
X
Convex monotone semigroups and their generators with respect to $\Gamma$-convergence
|
22039
Ben Goldys, Max Nendel, Michael Röckner PDF
Operator semigroups in the mixed topology and the infinitesimal description of Markov processes
Project:
C5, C7, A5
Published: Journal of Differential Equations 412 (2024), 23–86
X
Operator semigroups in the mixed topology and the infinitesimal description of Markov processes
|
22062
Max Nendel PDF
Lower semicontinuity of monotone functionals in the mixed topology on $C_b$
Project:
C7
Published: Finance and Stochastics 29 (2025), 261–287
X
Lower semicontinuity of monotone functionals in the mixed topology on $C_b$
|
22067
Max Nendel, Alessandro Sgarabottolo PDF
A parametric approach to the estimation of convex risk functionals based on Wasserstein distance
Project:
C7
X
A parametric approach to the estimation of convex risk functionals based on Wasserstein distance
|
23017
Max Nendel, Jan Streicher PDF
An axiomatic approach to default risk and model uncertainty in rating systems
Project:
C7
Published: Journal of Mathematical Economics 109 (2023), Article number 102896
X
An axiomatic approach to default risk and model uncertainty in rating systems
|
23035
Jonas Blessing, Michael Kupper, Max Nendel PDF
Convergence of infinitesimal generators and stability of convex monotone semigroups
Project:
C7
X
Convergence of infinitesimal generators and stability of convex monotone semigroups
|
23065
Andrea Monaco, Adamaria Perrotta, Alessandro Sgarabottolo PDF
Assessing swaption portfolios for prepayment risk mitigation: A parametric perspective
Project:
C7
X
Assessing swaption portfolios for prepayment risk mitigation: A parametric perspective
|
23077
Michael Kupper, Max Nendel, Alessandro Sgarabottolo PDF
Risk measures based on weak optimal transport
Project:
C7
Published: Quantitative Finance 25 (2025), 163–180
X
Risk measures based on weak optimal transport
|
23090
Patrick Kurth, Max Nendel, Jan Streicher PDF
A hypothesis test for the long-term calibration in rating systems with overlapping time windows
Project:
C7
Published: Risks 12 (2024), Article number 131
X
A hypothesis test for the long-term calibration in rating systems with overlapping time windows
|
24047
Corrado De Vecchi, Max Nendel, Jan Streicher PDF
Upper comonotonicity and risk aggregation under dependence uncertainty
Project:
C7
X
Upper comonotonicity and risk aggregation under dependence uncertainty
|
24088
Jonas Blessing, Michael Kupper, Alessandro Sgarabottolo PDF
Discrete approximation of risk-based prices under volatility uncertainty
Project:
C7
X
Discrete approximation of risk-based prices under volatility uncertainty
|
24089
Serena Della Corte, Fabian Fuchs, Richard Kraaij, Max Nendel PDF
A comparison principle based on couplings of partial integro-differential operators
Project:
C7
X
A comparison principle based on couplings of partial integro-differential operators
|
24090
Jodi Dianetti, Max Nendel, Ludovic Tangpi, Shichun Wang PDF
Pasting of equilibria and Donsker-type results for mean field games
Project:
C4, C7
X
Pasting of equilibria and Donsker-type results for mean field games
|
25012
Fabian Fuchs, Max Nendel PDF
Existence of viscosity solutions to abstract cauchy problems via nonlinear semingroups
Project:
C7
X
Existence of viscosity solutions to abstract cauchy problems via nonlinear semingroups
|
25013
Michael Kupper, Max Nendel, Alessandro Sgarabottolo PDF
Hopf-Lax approximation for value functions of Lévy optimal control problems
Project:
C7
X
Hopf-Lax approximation for value functions of Lévy optimal control problems
|
