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Alexander Schied

Identifiers

  • name variant Alexander Schied 0.60 · backfill

Papers (30)

  1. Sample Path Properties of the Fractional Wiener--Weierstrass Bridge II math.PR · 2026 · author #1
  2. Dynamic Lagrange Multipliers in a Non-concave Utility Framework math.OC · 2026 · author #2
  3. Estimating the roughness exponent of stochastic volatility from discrete observations of the integrated variance q-fin.ST · 2023 · author #2
  4. On (signed) Takagi-Landsberg functions: $p^{\text{th}}$ variation, maximum, and modulus of continuity math.PR · 2018 · author #2
  5. On the minimizers of energy forms with completely monotone kernel math.OC · 2017 · author #1
  6. Mild and viscosity solutions to semilinear parabolic path-dependent PDEs math.PR · 2016 · author #2
  7. Model-free portfolio theory and its functional master formula q-fin.PM · 2016 · author #1
  8. The associativity rule in pathwise functional It\^o calculus math.PR · 2016 · author #1
  9. Domains of weak continuity of statistical functionals with a view toward robust statistics math.ST · 2015 · author #2
  10. Constructing functions with prescribed pathwise quadratic variation math.PR · 2015 · author #2
  11. Pathwise no-arbitrage in a class of Delta hedging strategies q-fin.MF · 2015 · author #1
  12. High-frequency limit of Nash equilibria in a market impact game with transient price impact q-fin.TR · 2015 · author #1
  13. Optimal Portfolio Liquidation in Target Zone Models and Catalytic Superprocesses q-fin.PM · 2015 · author #2
  14. On a class of generalized Takagi functions with linear pathwise quadratic variation math.PR · 2015 · author #1
  15. Quasi-Hadamard differentiability of general risk functionals and its application math.ST · 2014 · author #2
  16. A state-constrained differential game arising in optimal portfolio liquidation math.OC · 2013 · author #1
  17. Multivariate transient price impact and matrix-valued positive definite functions q-fin.TR · 2013 · author #2
  18. Probabilistic aspects of finance q-fin.PR · 2013 · author #2
  19. Model-free CPPI q-fin.PM · 2013 · author #1
  20. A market impact game under transient price impact q-fin.TR · 2013 · author #1
  21. A control problem with fuel constraint and Dawson-Watanabe superprocesses math.PR · 2012 · author #1
  22. Price manipulation in a market impact model with dark pool q-fin.TR · 2012 · author #2
  23. Robust Strategies for Optimal Order Execution in the Almgren-Chriss Framework q-fin.TR · 2012 · author #1
  24. Drift dependence of optimal trade execution strategies under transient price impact q-fin.TR · 2012 · author #2
  25. Comparative and qualitative robustness for law-invariant risk measures q-fin.RM · 2012 · author #2
  26. Capacitary measures for completely monotone kernels via singular control math.OC · 2012 · author #2
  27. Optimal execution strategies in limit order books with general shape functions q-fin.TR · 2007 · author #3
  28. On the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals math.PR · 2004 · author #1
  29. Existence and regularity for a class of infinite-measure $(\xi,\psi,K)$-superprocesses math.PR · 1998 · author #1
  30. Rademacher's theorem on configuration spaces and applications math.PR · 1998 · author #2

Mentions

  • 2606.11994 #1 · arxiv_oai · confidence 0.70 Alexander Schied
  • 1511.08677 #2 · backfill · confidence 0.70 Alexander Schied
  • 1511.04678 #2 · backfill · confidence 0.70 Alexander Schied
  • 1511.00026 #1 · backfill · confidence 0.70 Alexander Schied
  • 1509.08281 #1 · backfill · confidence 0.70 Alexander Schied
  • 1504.06031 #2 · backfill · confidence 0.70 Alexander Schied
  • 1501.00837 #1 · backfill · confidence 0.70 Alexander Schied
  • 1401.3167 #2 · backfill · confidence 0.70 Alexander Schied
  • 1312.7360 #1 · backfill · confidence 0.70 Alexander Schied
  • 1310.4471 #2 · backfill · confidence 0.70 Alexander Schied
  • 1309.7759 #2 · backfill · confidence 0.70 Alexander Schied
  • 1305.5915 #1 · backfill · confidence 0.70 Alexander Schied
  • 1305.4013 #1 · backfill · confidence 0.70 Alexander Schied
  • 1207.5809 #1 · backfill · confidence 0.70 Alexander Schied
  • 1205.4008 #2 · backfill · confidence 0.70 Alexander Schied
  • 1204.2717 #1 · backfill · confidence 0.70 Alexander Schied
  • 1204.2716 #2 · backfill · confidence 0.70 Alexander Schied
  • 1204.2458 #2 · backfill · confidence 0.70 Alexander Schied
  • 1201.2756 #2 · backfill · confidence 0.70 Alexander Schied
  • 0708.1756 #3 · backfill · confidence 0.70 Alexander Schied

Frequent Coauthors