Robert Denk : Citation Profile


Are you Robert Denk?

Universität Konstanz

2

H index

1

i10 index

36

Citations

RESEARCH PRODUCTION:

3

Articles

2

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   12 years (2007 - 2019). See details.
   Cites by year: 3
   Journals where Robert Denk has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde322
   Updated: 2019-10-15    RAS profile: 2019-07-31    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Robert Denk.

Is cited by:

Belomestny, Denis (1)

Cites to:

Main data


Where Robert Denk has published?


Journals with more than one article published# docs
Mathematische Nachrichten2

Working Papers Series with more than one paper published# docs
Center for Mathematical Economics Working Papers / Center for Mathematical Economics, Bielefeld University2

Recent works citing Robert Denk (2019 and 2018)


YearTitle of citing document
2018Asymptotic Expansion for Forward-Backward SDEs with Jumps. (2018). Fujii, Masaaki ; Takahashi, Akihiko. In: Papers. RePEc:arx:papers:1510.03220.

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2018Solving Backward Stochastic Differential Equations with quadratic-growth drivers by Connecting the Short-term Expansions. (2018). Fujii, Masaaki ; Takahashi, Akihiko. In: Papers. RePEc:arx:papers:1606.04285.

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2018Variance optimal hedging with application to Electricity markets. (2018). Warin, Xavier. In: Papers. RePEc:arx:papers:1711.03733.

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2019Affine processes under parameter uncertainty. (2018). Fadina, Tolulope ; Schmidt, Thorsten ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:1806.02912.

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2018European Option Pricing with Stochastic Volatility models under Parameter Uncertainty. (2018). Cohen, Samuel N ; Tegn, Martin. In: Papers. RePEc:arx:papers:1807.03882.

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2019Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems. (2019). Rockner, Michael ; Nendel, Max. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:618.

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2018Asymptotic Expansion for Forward-Backward SDEs with JumpsAsymptotic Expansion for Forward-Backward SDEs with Jumps (Forthcoming in Stochastics) (Revised version of F-372). (2018). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf445.

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2018Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering. (2018). Pages, Gilles ; Sagna, Abass . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:128:y:2018:i:3:p:847-883.

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2019Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions. (2019). Takahashi, Akihiko ; Fujii, Masaaki. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:5:p:1492-1532.

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2018Finite Difference Methods for the BSDEs in Finance. (2018). Guo, Guangbao . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:1:p:26-:d:134745.

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2019Stochastic Differential Games: A Sampling Approach via FBSDEs. (2019). Tsiotras, Panagiotis ; Theodorou, Evangelos ; Exarchos, Ioannis . In: Dynamic Games and Applications. RePEc:spr:dyngam:v:9:y:2019:i:2:d:10.1007_s13235-018-0268-4.

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Robert Denk is editor of


Journal
Mathematische Nachrichten

Works by Robert Denk:


YearTitleTypeCited
2018Regularity and Asymptotic Behaviour for a Damped Plate-Membrane Transmission Problem In: Center for Mathematical Economics Working Papers.
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paper0
2019A Semigroup Approach to Nonlinear Lévy Processes In: Center for Mathematical Economics Working Papers.
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paper2
2018Editorial In: Mathematische Nachrichten.
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article0
2019Editorial In: Mathematische Nachrichten.
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article0
2007A forward scheme for backward SDEs In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]
article34

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team