Alexander Schied

activity

19982025

most citedOn the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals

74 citations · 184 across the 30 of their papers we have counts for

collaborators

Showing 2020Show all

3 papers · 1 filter

math.PR2020

A probabilistic approach to the $Φ$ -variation of classical fractal functions with critical roughness

Xiyue Han, Alexander Schied, Zhenyuan Zhang

We consider Weierstraß and Takagi-van der Waerden functions with critical degree of roughness. In this case, the functions have vanishing $p^{th}$ variation for all $p > 1$ bu…

q-fin.TR2020

A central bank strategy for defending a currency peg

Eyal Neuman, Alexander Schied, Chengguo Weng +1

We consider a central bank strategy for maintaining a two-sided currency target zone, in which an exchange rate of two currencies is forced to stay between two thresholds. To keep…

math.CA2020

Step roots of Littlewood polynomials and the extrema of functions in the Takagi class

Xiyue Han, Alexander Schied

We give a new approach to characterizing and computing the set of global maximizers and minimizers of the functions in the Takagi class and, in particular, of the Takagi--Landsberg…

A probabilistic approach to the Φ-variation of classical fractal functions with critical roughness

A central bank strategy for defending a currency peg

Step roots of Littlewood polynomials and the extrema of functions in the Takagi class

A probabilistic approach to the $Φ$ -variation of classical fractal functions with critical roughness