Stephan Sturm

Publication Activity (10 Years)

Years Active: 2011-2024
Publications (10 Years): 3

Top Topics

Maintenance Cost

Portfolio Optimization

Framework Enables

Top Venues

SIAM J. Financial Math.

Finance Stochastics

Publications

Carole Bernard, Stephan Sturm
Examples and Counterexamples of Cost-efficiency in Incomplete Markets. CoRR (2024)
Junbeom Lee, Stephan Sturm, Chao Zhou
A Risk-Sharing Framework of Bilateral Contracts. SIAM J. Financial Math. 11 (2) (2020)
Zachary Feinstein, Weijie Pang, Birgit Rudloff, Eric Schaanning, Stephan Sturm, Mackenzie Wildman
Sensitivity of the Eisenberg-Noe Clearing Vector to Individual Interbank Liabilities. SIAM J. Financial Math. 9 (4) (2018)
Maxim Bichuch, Stephan Sturm
Portfolio optimization under convex incentive schemes. Finance Stochastics 18 (4) (2014)
Mathias Beiglböck, Peter Friz, Stephan Sturm
Is the Minimum Value of an Option on Variance Generated by Local Volatility? SIAM J. Financial Math. 2 (1) (2011)