Stephan Sturm

According to our database, Stephan Sturm authored at least 5 papers between 2011 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of three.

2024

Examples and Counterexamples of Cost-efficiency in Incomplete Markets.

Carole Bernard, Stephan Sturm

CoRR, 2024

2020

A Risk-Sharing Framework of Bilateral Contracts.

Junbeom Lee, Stephan Sturm, Chao Zhou

SIAM J. Financial Math., 2020

2018

Sensitivity of the Eisenberg-Noe Clearing Vector to Individual Interbank Liabilities.

Zachary Feinstein, Weijie Pang, Birgit Rudloff, Eric Schaanning, Stephan Sturm, Mackenzie Wildman

SIAM J. Financial Math., 2018

2014

Portfolio optimization under convex incentive schemes.

Maxim Bichuch, Stephan Sturm

Finance Stochastics, 2014

2011

Is the Minimum Value of an Option on Variance Generated by Local Volatility?

Mathias Beiglböck, Peter Friz, Stephan Sturm

SIAM J. Financial Math., 2011