Concepedia

Jasmin Röder

JR

2

Publications

32

Citations

2

H-Index

2015

Active since

Affiliations

Justus-Liebig-Universität Gießen(Current)

Jasmin Röder is an author at Justus-Liebig-Universität Gießen specializing in engineering, stochastic processes, and jump diffusions.

Top concepts

EngineeringJump DiffusionsStochastic ProcessesPhysicsStochastic AnalysisStochastic Calculus

Publications per year

2015–2018

2

Publications

2

Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle

Ludger Overbeck, Jasmin Röder · Probability Uncertainty and Quantitative Risk · 2018 · 16 citations · Full text

Duality Principle, Engineering, Integrable Probability +10

Feynman–Kac for functional jump diffusions with an application to Credit Value Adjustment

Eduard Kromer, Ludger Overbeck, Jasmin Röder · Statistics & Probability Letters · 2015 · 16 citations

Engineering, Physics, Stochastic Processes +5

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