Sebastian E. Ferrando

Available identifiers

zbMath Open ferrando.sebastian-estebanMaRDI QIDQ734945

List of research outcomes

Publication	Date of Publication	Type
Superhedging Supermartingales	2023-12-22	Paper
No-arbitrage symmetries	2022-06-24	Paper
International portfolio choice under multi-factor stochastic volatility	2022-05-27	Paper
Conditional Non-Lattice Integration, Pricing and Superhedging	2021-05-25	Paper
Model-Free Finance and Non-Lattice Integration	2021-05-21	Paper
https://portal.mardi4nfdi.de/entity/Q5227506	2019-08-06	Paper
https://portal.mardi4nfdi.de/entity/Q3120175	2019-03-01	Paper
Optimal investment under multi-factor stochastic volatility	2018-11-19	Paper
Trajectorial martingale transforms. Convergence and integration	2018-10-17	Paper
Dynamic derivative strategies with stochastic interest rates and model uncertainty	2018-08-13	Paper
https://portal.mardi4nfdi.de/entity/Q4609640	2018-04-05	Paper
TRAJECTORY-BASED MODELS, ARBITRAGE AND CONTINUITY	2016-05-17	Paper
Three dimensional distribution of Brownian motion extrema	2014-04-17	Paper
Efficient hedging of options with probabilistic Haar wavelets	2013-06-03	Paper
Arbitrage and hedging in a non probabilistic framework	2013-02-26	Paper
Adaptive martingale approximations	2009-10-14	Paper
Ideal denoising for signals in sub-Gaussian noise	2008-02-14	Paper
LOCALIZED MONTE CARLO ALGORITHM TO COMPUTE PRICES OF PATH DEPENDENT OPTIONS ON TREES	2005-10-18	Paper
Algorithm 820	2005-07-21	Paper
Lower bounds for generalized upcrossings of ergodic averages	2003-10-16	Paper
Averages of best wavelet basis estimates for denoising	2003-02-04	Paper
Pointwise asymptotics for the jumps of ergodic averages	2001-07-09	Paper
Probabilistic matching pursuit with Gabor dictionaries.	2000-10-26	Paper
On the sequences that are good in the mean for positive \(L_p\)-contractions, \(1\leq p<\infty\)	1999-11-14	Paper
Upcrossing inequalities for powers of nonlinear operators and Chacon processes	1999-07-07	Paper
https://portal.mardi4nfdi.de/entity/Q4895966	1997-07-20	Paper
On Hamel bases in Banach spaces	1997-04-24	Paper
Moving Ergodic Theorems for Superadditive Processes	1996-04-17	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
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This page was built for person: Sebastian E. Ferrando