1 citations · 1 across the 3 of their papers we have counts for
3 papers
A Multidimensional Fatou Lemma for Conditional Expectations
E. Babaei, I. V. Evstigneev, K. R. Schenk-Hoppé
The classical multidimensional version of Fatou's lemma (Schmeidler 1970) originally obtained for unconditional expectations and the standard non-negative cone in a finite-dimensio…
Hedging without sweat: a genetic programming approach
Terje Lensberg, Klaus Reiner Schenk-Hoppé
Hedging in the presence of transaction costs leads to complex optimization problems. These problems typically lack closed-form solutions, and their implementation relies on numeric…
Linearization and local stability of random dynamical systems
Igor V. Evstigneev, Sergey A. Pirogov, Klaus R. Schenk-Hoppé
The paper examines questions of local asymptotic stability of random dynamical systems. Results concerning stochastic dynamics in general metric spaces, as well as in Banach spaces…