Jörg Kampen

Generating author description...

All published works

Action	Title	Year	Authors
+	Comparison results for highly degenerate parabolic equations with univariate convex data and optimal strategies for options on trading accounts	2017	Jörg Kampen Jan Večeř
+	Comparison results for highly degenerate parabolic equations with univariate convex data and optimal strategies for options on trading accounts	2017	Jörg Kampen Jan Večeř
+ PDF Chat	Generalisation of Hajek’s Stochastic Comparison Results to Stochastic Sums	2016	Jörg Kampen
+	On global regular solution branches and multiple solutions of the Boltzmann equation	2016	Jörg Kampen
+	Generalized Brownian motion from a logical point of view	2012	Jörg Kampen
+ PDF Chat	Global Regularity and Probabilistic Schemes for Free Boundary Surfaces of Multivariate American Derivatives and Their Greeks	2011	Jörg Kampen
+	Holomorphic transforms with application to affine processes	2009	Denis Belomestny Jörg Kampen John Schoenmakers
+ PDF Chat	Monte Carlo Greeks for Financial Products via Approximative Transition Densities	2008	Jörg Kampen Anastasia Kolodko John Schoenmakers
+	Holomorphic transforms with application to affine processes	2008	Denis Belomestny Jörg Kampen John Schoenmakers
+	On parabolic equations with gauge function term and applications to the multidimensional Leland equation	2003	Jörg Kampen Marco Avellaneda
+	On fixed points of maps and iterated maps and applications	2000	Jörg Kampen

Common Coauthors

Coauthor	Papers Together
John Schoenmakers	3
Denis Belomestny	2
Jan Večeř	2
Anastasia Kolodko	1
Marco Avellaneda	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Yield curve shapes and the asymptotic short rate distribution in affine one-factor models	2008	Martin Keller‐Ressel Thomas Steiner	2
+ PDF Chat	Monte Carlo Greeks for Financial Products via Approximative Transition Densities	2008	Jörg Kampen Anastasia Kolodko John Schoenmakers	2
+	Lectures on Elliptic and Parabolic Equations in Hölder Spaces	1996	N. Krylov	2
+	Regularity of a free boundary in parabolic potential theory	2004	Luis Caffarelli Arshak Petrosyan Henrik Shahgholian	1
+ PDF Chat	Mean stochastic comparison of diffusions	1985	Bruce Hajek	1
+	On the regularity theory of fully nonlinear parabolic equations: II	1992	Lihe Wang	1
+	Generalized Brownian motion and elasticity	1987	St�phane Roux	1
+	Second Order Elliptic Integro-Differential Problems	2002	Maria Giovanna Garroni J. L. Menaldi	1
+	Free boundary regularity close to initial state for parabolic obstacle problem	2007	Henrik Shahgholian	1
+ PDF Chat	A general characterization of one factor affine term structure models	2001	Damir Filipović	1
+ PDF Chat	The mean comparison theorem cannot be extended to the Poisson case	2004	Jan Večeř Mingxin Xu	1
+ PDF Chat	Hypoelliptic second order differential equations	1967	Lars Hörmander	1
+	On the Convergence Rates of IPA and FDC Derivative Estimators	1994	Pierre L’Ecuyer Gaétan Perron	1
+	Global classical solutions of the Boltzmann equation without angular cut-off	2011	Philip T. Gressman Robert M. Strain	1
+	The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density	1996	Vlad Bally Denis Talay	1
+	Parabolic variational inequalities in one space dimension and smoothness of the free boundary	1975	Avner Friedman	1
+ PDF Chat	The regularity of free boundaries in higher dimensions	1977	Luis Caffarelli	1
+	Asymptotic Properties of Monte Carlo Estimators of Derivatives	2005	Jérôme Detemple René García Marcel Rindisbacher	1
+ PDF Chat	Generalisation of Hajek’s Stochastic Comparison Results to Stochastic Sums	2016	Jörg Kampen	1
+	Levy Processes and Infinitely Divisible Distributions	1999	Ken‐iti Sato	1
+	An Introduction to Combinatorial Analysis	1958	R. A. Leibler John Riordan	1
+ PDF Chat	Closed-form likelihood expansions for multivariate diffusions	2008	Yacine Aït‐Sahalia	1
+	Closed-Form Likelihood Expansions for Multivariate Diffusions	2002	Yacine Aït‐Sahalia	1
+	Partial proxy simulation schemes for generic and robust Monte Carlo Greeks	2008	Christian Fries Mark S. Joshi	1
+ PDF Chat	Pricing American Options: A Duality Approach	2004	Martin B. Haugh Leonid Kogan	1
+ PDF Chat	Global Regularity and Probabilistic Schemes for Free Boundary Surfaces of Multivariate American Derivatives and Their Greeks	2011	Jörg Kampen	1
+	RISK SENSITIVITIES OF BERMUDA SWAPTIONS	2004	Vladimir Piterbarg	1
+	A Course in Enumeration	2007	Martin Aigner	1
+	The mean comparison theorem cannot be extended to the Poisson case	2004	Jan Večeř Mingxin Xu	1
+	An Introduction to Combinatorial Analysis	1959	L. Schmetterer J. Riordan	1
+	On the regularity theory of fully nonlinear parabolic equations: I	1992	Lihe Wang	1
+	On the regularity theory of fully nonlinear parabolic equations: III	1992	Lihe Wang	1
+	PASSPORT OPTIONS	2002	Freddy Delbaen Marc Yor	1
+ PDF Chat	Kernel estimation of Greek weights by parameter randomization	2007	Romuald Élie Jean‐David Fermanian Nizar Touzi	1
+	Analysis of valuation formulae and applications to exotic options in L\'evy models	2008	Ernst Eberlein Antonis Papapantoleon Kathrin Glau	1
+	Invariance theory, the heat equation, and the Atiyah-Singer index theorem	1995	Peter Gilkey	1
+	Handbook of Combinatorics	1995	Ronald Graham Martin Grötschel László Lovász	1
+	Monte Carlo Methods in Boundary Value Problems.	1991	Karl K. Sabelfeld	1
+	Methods of Modern Mathematical Physics	1972	Michael C. Reed Barry Simon	1