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researcher

Stephan Sturm

Worcester Polytechnic Institute

20 papers hereh-index 9285 citations22 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • middle author2
  • last author16

Across the 19 of 20 papers where every author was matched, so the position is known.

fields
  • q-fin.PR8
  • q-fin.MF5
  • q-fin.PM2
  • cs.GT1
  • cs.LG1
  • math.OC1
affiliations
  • Worcester Polytechnic Institute
Homepage

identity via Semantic Scholar / OpenAlex

activity
20102026
most citedArbitrage-Free XVA

40 citations · 123 across the 17 of their papers we have counts for

collaborators
Showing math.OCShow all

1 paper · 1 filter

math.OC2026

Optimal Selling of Defaultable Assets using the Distribution Builder

Sixian Jin, Stephan Sturm

We consider the problem of when it is best to sell a risky asset in the \textit{distribution builder} framework under the consideration of potential ruin. This approach allows inve…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.