Anne G. Balter

According to our database, Anne G. Balter authored at least 4 papers between 2020 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2023

Contingent Capital with Stock Price Triggers in Interbank Networks.

Anne G. Balter, Nikolaus Schweizer, Juan Carlos Vera

Math. Oper. Res., February, 2023

2021

Quantifying ambiguity bounds via time-consistent sets of indistinguishable models.

Anne G. Balter, Antoon Pelsser

Syst. Control. Lett., 2021

Time-consistency of optimal investment under smooth ambiguity.

Anne G. Balter, Antje Mahayni, Nikolaus Schweizer

Eur. J. Oper. Res., 2021

2020

Pricing and hedging in incomplete markets with model uncertainty.

Anne G. Balter, Antoon Pelsser

Eur. J. Oper. Res., 2020