Publications

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Author Title Type [ Year(Desc)]
1995
Schied, Alexander . Grosse Abweichungen für die Pfade der Super-Brownschen Bewegung. Bonner Mathematische Schriften [Bonn Mathematical Publications]. Vol. 277. Universität Bonn, Mathematisches Institut, Bonn, 1995.
1996
Schied, A. . Sample path large deviations for super-Brownian motion. Probab. Theory Related Fields 104 (1996): 319–347.
1998
Schied, Alexander . Cramer's condition and Sanov's theorem. Statist. Probab. Lett. 39 (1998): 55–60.
Djehiche, Boualem , and Alexander Schied. Large deviations for hierarchical systems of interacting jump processes. J. Theoret. Probab. 11 (1998): 1–24.
1999
Schied, Alexander . Existence and regularity for a class of infinite-measure $(\xi,\psi,K)$-superprocesses. J. Theoret. Probab. 12 (1999): 1011–1035.
Röckner, Michael , and Alexander Schied. Rademacher's theorem on configuration spaces and applications. J. Funct. Anal. 169 (1999): 325–356.
2002
Föllmer, Hans , and Alexander Schied. Convex measures of risk and trading constraints. Finance Stoch. 6 (2002): 429–447.
Föllmer, Hans , and Alexander Schied. Robust preferences and convex measures of risk. In Advances in finance and stochastics, 39–56. Springer, Berlin, 2002.
Föllmer, Hans , and Alexander Schied. Stochastic finance. De Gruyter Studies in Mathematics. Vol. 27. Walter de Gruyter & Co., Berlin, 2002.
Föllmer, Hans , and Alexander Schied. Robust preferences and convex measures of risk. In Advances in finance and stochastics. Essays in honour of Dieter Sondermann, 39–56. Springer–Verlag, 2002.
2004
Föllmer, Hans , and Alexander Schied. Stochastic finance. De Gruyter Studies in Mathematics. Vol. 27. Extended. Walter de Gruyter & Co., Berlin, 2004.
2005
Schied, Alexander , and Ching-Tang Wu. Duality theory for optimal investments under model uncertainty. Statist. Decisions 23 (2005): 199–217.
Schied, Alexander . Optimal investments for robust utility functionals in complete market models. Math. Oper. Res. 30 (2005): 750–764.
2006
Schied, Alexander . Risk measures and robust optimization problems. Stoch. Models 22 (2006): 753–831.
Hernández-Hernández, Daniel , and Alexander Schied. Robust utility maximization in a stochastic factor model. Statist. Decisions 24 (2006): 109–125.
2007
Hernández-Hernández, Daniel , and Alexander Schied. A control approach to robust utility maximization with logarithmic utility and time-consistent penalties. Stochastic Process. Appl. 117 (2007): 980–1000.

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