A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations A Hudde, M Hutzenthaler, S Mazzonetto Ann. Inst. H. Poincaré Probab. Statist. 57(2) 57 (2), 603-626, 2021 | 29 | 2021 |
On the Itô-Alekseev-Gröbner formula for stochastic differential equations A Hudde, M Hutzenthaler, A Jentzen, S Mazzonetto Ann. Inst. H. Poincaré Probab. Statist. 60 (2), 2024 | 10* | 2024 |
European and Asian Greeks for exponential Lévy processes A Hudde, L Rüschendorf Methodology and Computing in Applied Probability 25 (1), 39, 2023 | 6* | 2023 |
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 |
Training Gradient Boosted Decision Trees on Tabular Data Containing Label Noise for Classification Tasks A Eisenbürger, D Otten, A Hudde, F Hopfgartner arXiv preprint arXiv:2409.08647, 2024 | 1 | 2024 |
Backdoor attacks on DNN and GBDT--A Case Study from the insurance domain R Kühlem, D Otten, D Ludwig, A Hudde, A Rosenbaum, A Mauthe arXiv preprint arXiv:2412.08366, 2024 | | 2024 |
greeks: Sensitivities of Prices of Financial Options and Implied Volatilities A Hudde Journal of Open Source Software 9 (95), 5987, 2024 | | 2024 |
On the Itô-Alekseev-Gröbner Formula for Stochastic Differential Equations A Hudde https://duepublico2.uni-due.de/receive/duepublico_mods_00070569, 2019 | | 2019 |