Peter Imkeller

海外客座教授:Peter Imkeller

姓名:Peter Imkeller
职称:Professor
性别:male
电话:
邮件:imkeller@math.hu-berlin.de
个人主页:
https://www.mathematik.hu-berlin.de/de/forschung/forschungsgebiete/stochastik/stoch-employees/imkeller
基本信息:
Professor of Applied Probability Theory
Humboldt-Universität zu Berlin, Germany
教育背景:
工作经历:
Professor of Applied Probability Theory
Humboldt-Universität zu Berlin, Germany
研究领域:
科研成果:
S. Ankirchner, P. Imkeller, A. Popier
Optimal cross hedging of insurance derivatives March 19, 2007

P. Imkeller, I. Pavlyukevich
Levy flights: transitions and meta-stability January 11, 2006

P. Imkeller, I. Pavlyukevich
Meta-stable Behavior of Small Noise Levy-Driven Diffusions July 21, 2006

S. Ankirchner, P. Imkeller, A. Popier
On measure solutions of backward stochastic differential equations February 12, 2008

S. Ankirchner, P. Imkeller
Financial markets with asymmetric information: information drift, additional utility and entropy August 25, 2006

S. Herrmann, P. Imkeller, D. Peithmann
Large deviations and a Kramers
其他: