Volker Krätschmer

1. Comparative and qualitative robustness for law-invariant risk measures
   2012/04/11 by Volker Krätschmer, Krätschmer, Volker, Alexander Schied +3 · 4 citations
   Decision Sciences · Economics, Econometrics and Finance · #28A33 #60B10 #60F05 #62G05 #62G35 #91B30 #Credit Risk and Financial Regulations #FOS: Economics and business #FOS: Mathematics #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #Statistics Theory (math.ST) #Stochastic processes and financial applications
2. A general Kolmogorov-Chentsov type theorem on general metric spaces with applications to limit theorems for Banach-valued processes
   2021/07/29 by Volker Krätschmer, Mikhail Urusov, Kratschmer, Volker +1 · 2 citations
   Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and financial applications #advanced mathematical theories
3. Optimal stopping under model uncertainty: Randomized stopping times approach
   2016/04/01 by Denis Belomestny, Volker Krätschmer · 1 citation