27 citations · 61 across the 5 of their papers we have counts for
3 papers · 1 filter
Impact of centrality on cooperative processes
Sandro M. Reia, Sebastian Herrmann, José F. Fontanari
The solution of today's complex problems requires the grouping of task forces whose members are usually connected remotely over long physical distances and different time zones. He…
Hedging with Small Uncertainty Aversion
Sebastian Herrmann, Johannes Muhle-Karbe, Frank Thomas Seifried
We study the pricing and hedging of derivative securities with uncertainty about the volatility of the underlying asset. Rather than taking all models from a prespecified class equ…
Minimal Conditions for Implications of Gronwall-Bellman Type
Martin Herdegen, Sebastian Herrmann
Gronwall-Bellman type inequalities entail the following implication: if a sufficiently integrable function satisfies a certain homogeneous linear integral inequality, then it is no…