University of Bonn - Institut fuer Angewandte Mathematik
VaR, expected shortfall, stable Paretian laws, extreme value theory
optimal advertising, new
product introduction, linear quadratic regulator, stochastic control,
financial analyst, forecast accuracy, recommendation profitability, full communication equilibrium
optimal advertising, new product introduction, distributed control, infinite-dimensional analysis, linear-quadratic control, partial differential equations
HJM models, Musiela's stochastic PDE, invariant measures
HJM models with jumps, Musiela's stochastic PDE, Lévy noise
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