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researcher

L. Overbeck

6 papers hereh-index 171.6k citations77 works total

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

author position
  • first author1
  • last author5

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • math.PR3
  • q-fin.MF1
  • q-fin.PR1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20132021
most citedOption Pricing in a Regime Switching Stochastic Volatility Model

22 citations · 23 across the 4 of their papers we have counts for

collaborators
Showing q-fin.MFShow all

1 paper · 1 filter

q-fin.MF2021

Scalar systemic risk measures and Aumann-Shapley allocations

Ludger Overbeck, Florian Schindler

We study two different contributions to the theory of (scalar) systemic risk measures. Namely the first aggregate or axiomatic approach and the first inject capital approach. For t…

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