Stefan Weber

Publication Activity (10 Years)

Years Active: 2007-2023
Publications (10 Years): 6

Top Topics

Financial Crisis

Traffic Accidents

Linear Gaussian

Top Venues

Finance Stochastics

SIAM J. Financial Math.

Publications

Zachary Feinstein, Marcel Kleiber, Stefan Weber
Stochastic Cell Transmission Models of Traffic Networks. CoRR (2023)
Volker Berkhahn, Marcel Kleiber, Johannes Langner, Chris Timmermann, Stefan Weber
Traffic Dynamics at Intersections Subject to Random Misperception. IEEE Trans. Intell. Transp. Syst. 23 (5) (2022)
Kerstin Awiszus, Agostino Capponi, Stefan Weber
Market Efficient Portfolios in a Systemic Economy. Oper. Res. 70 (2) (2022)
Kerstin Awiszus, Yannick Bell, Jan Lüttringhaus, Gregor Svindland, Alexander Voß, Stefan Weber
Building Resilience in Cybersecurity - An Artificial Lab Approach. CoRR (2022)
Volker Berkhahn, Marcel Kleiber, Chris Schiermeyer, Stefan Weber
Modeling Traffic Accidents Caused by Random Misperception. ITSC (2018)
Zachary Feinstein, Birgit Rudloff, Stefan Weber
Measures of Systemic Risk. SIAM J. Financial Math. 8 (1) (2017)
Stefan Tappe, Stefan Weber
Stochastic mortality models: an infinite-dimensional approach. Finance Stochastics 18 (1) (2014)
Anna-Maria Hamm, Thomas Salfeld, Stefan Weber
Stochastic root finding for optimized certainty equivalents. WSC (2013)
Jörn Dunkel, Stefan Weber
Stochastic Root Finding and Efficient Estimation of Convex Risk Measures. Oper. Res. 58 (5) (2010)
Jörn Dunkel, Stefan Weber
Efficient Monte Carlo methods for convex risk measures in portfolio credit risk models. WSC (2007)