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Disambiguation of "Schied, Alexander"

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Cramer's condition and Sanov's theorem

. Statistics & Probability Letters, 39 (1): 55--60 (Jul 15, 1998)

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Alexander Schied

Alexander Schied

Alexander Schied

Alexander Schied

Alexander Schied

 

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Robustness in the Optimization of Risk Measures., , and . Oper. Res., 70 (1): 95-110 (2022)Qualitative and infinitesimal robustness of tail-dependent statistical functionals., , and . J. Multivar. Anal., 103 (1): 35-47 (2012)Comparative and qualitative robustness for law-invariant risk measures., , and . Finance and Stochastics, 18 (2): 271-295 (2014)Optimal Trade Execution and Absence of Price Manipulations in Limit Order Book Models., and . SIAM J. Financial Math., 1 (1): 490-522 (2010)Stochastic finance, and . De Gruyter studies in mathematics de Gruyter, Berlin u.a., 2., rev. and extended ed. edition, (2004)A control approach to robust utility maximization with logarithmic utility and time-consistent penalties, and . Stochastic Processes and their Applications, 117 (8): 980--1000 (August 2007)Optimal portfolio liquidation in target zone models and catalytic superprocesses., and . Finance and Stochastics, 20 (2): 495-509 (2016)Domains of weak continuity of statistical functionals with a view toward robust statistics., , and . J. Multivar. Anal., (2017)Robust Faber-Schauder approximation based on discrete observations of an antiderivative., and . CoRR, (2022)A central bank strategy for defending a currency peg., , , and . Syst. Control. Lett., (2020)