Ludger Rüschendorf - researchr alias

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Viewing Publication 1 - 21 from 21

2022

On some synchronization problems with multiple instancesDries Cornilly, Giovanni Puccetti, Ludger Rüschendorf, Steven Vanduffel. jcam, 400:113697, 2022. [doi]

Fair allocation of indivisible goods with minimum inequality or minimum envyDries Cornilly, Giovanni Puccetti, Ludger Rüschendorf, Steven Vanduffel. eor, 297(2):741-752, 2022. [doi]

2021

Ordering results for elliptical distributions with applications to risk boundsJonathan Ansari, Ludger Rüschendorf. ma, 182:104709, 2021. [doi]

Functional, randomized and smoothed multivariate quantile regionsOlivier P. Faugeras, Ludger Rüschendorf. ma, 186:104802, 2021. [doi]

The martingale comparison method for Markov processesBenedikt Köpfer, Ludger Rüschendorf. jap, 58(1):164-176, 2021. [doi]

2020

On the computation of Wasserstein barycentersGiovanni Puccetti, Ludger Rüschendorf, Steven Vanduffel. ma, 176, 2020. [doi]

2017

Risk bounds for factor modelsCarole Bernard, Ludger Rüschendorf, Steven Vanduffel, Ruodu Wang. fs, 21(3):631-659, 2017. [doi]

2015

Computation of Sharp Bounds on the Expected Value of a Supermodular Function of Risks with Given MarginalsGiovanni Puccetti, Ludger Rüschendorf. cssc, 44(3):705-718, 2015. [doi]

2014

Optimal claims with fixed payoff structureCarole Bernard, Ludger Rüschendorf, Steven Vanduffel. jap, 51(A):175-188, 2014. [doi]

2013

Sharp Bounds for Sums of Dependent RisksGiovanni Puccetti, Ludger Rüschendorf. jap, 50(1):42-53, 2013. [doi]

2012

Computation of sharp bounds on the distribution of a function of dependent risksGiovanni Puccetti, Ludger Rüschendorf. jcam, 236(7):1833-1840, 2012. [doi]

Worst case portfolio vectors and diversification effectsLudger Rüschendorf. fs, 16(1):155-175, 2012. [doi]

2010

On optimal portfolio diversification with respect to extreme risksGeorg Mainik, Ludger Rüschendorf. fs, 14(4):593-623, 2010. [doi]

2009

p-spacesMareike Kaina, Ludger Rüschendorf. mmor, 69(3):475-495, 2009. [doi]

2007

Note on the Weighted Internal Path Length of b-ary TreesLudger Rüschendorf, Eva-Maria Schopp. dmtcs, 9(1), 2007. [doi]

Exponential Bounds and Tails for Additive Random Recursive SequencesLudger Rüschendorf, Eva-Maria Schopp. dmtcs, 9(1), 2007. [doi]

2006

Comparison of Option Prices in Semimartingale ModelsJan Bergenthum, Ludger Rüschendorf. fs, 10(2):222-249, 2006. [doi]

Survey of Multivariate Aspects of the Contraction MethodLudger Rüschendorf, Ralf Neininger. dmtcs, 8(1):31-56, 2006. [doi]

2001

Minimax and minimal distance martingale measures and their relationship to portfolio optimizationThomas Goll, Ludger Rüschendorf. fs, 5(4):557-581, 2001. [doi]

The Contraction Method for Recursive AlgorithmsUwe Rösler, Ludger Rüschendorf. algorithmica, 29(1):3-33, 2001. [doi]

1999

On the internal path length of d-dimensional quad treesRalph Neininger, Ludger Rüschendorf. rsa, 15(1):25-41, 1999.

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