David German

Identifiers

• name variant David German 0.60 · backfill

Papers (4)

1. A No-Arbitrage Model of Liquidity in Financial Markets involving Brownian Sheets q-fin.CP · 2012 · author #1
2. Pricing in an equilibrium based model for a large investor q-fin.PR · 2010 · author #1
3. Overview of utility-based valuation q-fin.GN · 2010 · author #1
4. Hedging in an equilibrium-based model for a large investor q-fin.PR · 2009 · author #1

Mentions

• 1206.4804 #1 · backfill · confidence 0.70 David German
• 1007.3316 #1 · backfill · confidence 0.70 David German
• 1003.5712 #1 · backfill · confidence 0.70 David German
• 0910.3258 #1 · backfill · confidence 0.70 David German

Frequent Coauthors

• Henry Schellhorn 1 shared papers