Alexander Schied
Scholar

Alexander Schied

Google Scholar ID: CqFCQVEAAAAJ
University of Waterloo
probability theorystochastic processesmathematical finance
Homepage↗Google Scholar↗
Citations & Impact
All-time
Citations
4,238
 
H-index
26
 
i10-index
53
 
Publications
20
 
Co-authors
0
 
Contact
Emailaschied@uwaterloo.caTwitterOpen ↗
Publications
3 items
Lambda Value-at-Risk under ambiguity and risk sharing
2025
Cited
0
Universal portfolios in continuous time: a model-free approach
2025
Cited
0
On the rate of convergence of estimating the Hurst parameter of rough stochastic volatility models
2025
Cited
0
Resume (English only)
Co-authors
0 total
Co-authors: 0 (list not available)