A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations A Hudde, M Hutzenthaler, S Mazzonetto | 25 | 2021 |
On the Itô-Alekseev-Gröbner formula for stochastic differential equations A Hudde, M Hutzenthaler, A Jentzen, S Mazzonetto arXiv preprint arXiv:1812.09857 29, 2018 | 9 | 2018 |
On moments and strong local H\" older regularity of solutions of stochastic differential equations and of their spatial derivative processes A Hudde, M Hutzenthaler, S Mazzonetto arXiv preprint arXiv:1903.09707, 2019 | 5* | 2019 |
European and Asian Greeks for exponential Lévy processes A Hudde, L Rüschendorf Methodology and Computing in Applied Probability 25 (1), 39, 2023 | 4* | 2023 |
greeks: Sensitivities of Prices of Financial Options and Implied Volatilities A Hudde Journal of Open Source Software 9 (95), 5987, 2024 | | 2024 |
Dissertation: On the Itô-Alekseev-Gröbner Formula for Stochastic Differential Equations A Hudde https://duepublico2.uni-due.de/receive/duepublico_mods_00070569, 2019 | | 2019 |
Central limit theorems for general transportation costs.... E. del Barrio, A. González-Sanz and J.-M. Loubes 847–873 Concentration of quasi-stationary distributions for one … Z Shen, S Wang, Y Yi, A Hudde, M Hutzenthaler, A Jentzen, S Mazzonetto, ... | | |