Access Statistics for Johannes M. Schumacher

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A game theoretic approach to linear systems with L2-bounded disturbances 0 1 5 53 0 4 23 263
An irregular grid approach for pricing high-dimensional American options 0 0 1 53 0 0 2 136
An irregular grid approach for pricing high-dimensional American options 2 3 7 94 3 7 26 240
Coordination in Continuously Repeated Games 0 0 3 80 1 1 10 394
Disturbance decoupling in dynamic games 0 0 1 52 0 0 10 504
Model risk and regulatory capital 3 6 12 174 6 12 27 364
Pricing high-dimensional Americal options using local consistency conditions 2 2 4 42 3 3 10 114
Testing expected shortfall models for derivative positions 4 6 19 220 9 16 67 595
Using localised quadratic functions on an irregular grid for pricing high-dimensional American options 1 2 5 35 2 6 23 244
Total Working Papers 12 20 57 803 24 49 198 2,854


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS 0 5 13 26 0 7 21 44
Strategic behavior and noncooperative hierarchical control 0 0 1 13 0 0 4 43
Time consistency conditions for acceptability measures, with an application to Tail Value at Risk 0 1 6 18 0 4 15 68
Welfare analysis of conditional indexation schemes from a two-reference-point perspective 0 0 2 2 3 7 11 11
Total Journal Articles 0 6 22 59 3 18 51 166


Statistics updated 2009-12-07