Anja Richter

Identifiers

• name variant Anja Richter 0.60 · backfill

Papers (4)

1. Managing counterparty credit risk via BSDEs q-fin.RM · 2016 · author #2
2. Discrete Time Term Structure Theory and Consistent Recalibration Models q-fin.MF · 2014 · author #1
3. Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models math.PR · 2012 · author #1
4. Differentiability of quadratic BSDEs generated by continuous martingales math.PR · 2009 · author #3

Mentions

• 1409.1830 #1 · backfill · confidence 0.70 Anja Richter
• 1201.2877 #1 · backfill · confidence 0.70 Anja Richter
• 0907.0941 #3 · backfill · confidence 0.70 Anja Richter

Frequent Coauthors

• Andrew Lesniewski 1 shared papers
• Anthony R\'eveillac 1 shared papers
• Josef Teichmann 1 shared papers
• Peter Imkeller 1 shared papers