An integrated model for fire sales and default contagion
Detering, Nils, Meyer-Brandis, Thilo, Panagiotou, Konstantinos, Ritter, Daniel
Published in Mathematics and financial economics (01.01.2021)
Published in Mathematics and financial economics (01.01.2021)
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Journal Article
Abstract polynomial processes
Espen Benth, Fred, Detering, Nils, Krühner, Paul
Published in Electronic journal of probability (01.01.2024)
Published in Electronic journal of probability (01.01.2024)
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Journal Article
Neural networks in Fréchet spaces
Benth, Fred Espen, Detering, Nils, Galimberti, Luca
Published in Annals of mathematics and artificial intelligence (01.02.2023)
Published in Annals of mathematics and artificial intelligence (01.02.2023)
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Journal Article
Directed chain stochastic differential equations
Detering, Nils, Fouque, Jean-Pierre, Ichiba, Tomoyuki
Published in Stochastic processes and their applications (01.04.2020)
Published in Stochastic processes and their applications (01.04.2020)
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Journal Article
Bootstrap Percolation in Directed Inhomogeneous Random Graphs
Meyer-Brandis, Thilo, Detering, Nils, Panagiotou, Konstantinos
Published in The Electronic journal of combinatorics (19.07.2019)
Published in The Electronic journal of combinatorics (19.07.2019)
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Journal Article
Independent increment processes: a multilinearity preserving property
Benth, Fred Espen, Detering, Nils, Krühner, Paul
Published in Stochastics (Abingdon, Eng. : 2005) (18.08.2021)
Published in Stochastics (Abingdon, Eng. : 2005) (18.08.2021)
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Journal Article
Independent increment processes: a multilinearity preserving property
Benth, Fred Espen, Detering, Nils, Krühner, Paul
Published in Stochastics (Abingdon, Eng. : 2005) (2020)
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Published in Stochastics (Abingdon, Eng. : 2005) (2020)
Journal Article
Optimal Support for Distressed Subsidiaries -- a Systemic Risk Perspective
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Journal Article
Pricing options on flow forwards by neural networks in Hilbert space
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Journal Article