Concepedia

Eduard Kromer

EK

5

Publications

128

Citations

5

H-Index

2013

Active since

Affiliations

Justus-Liebig-Universität Gießen(Current)

Giessen School of Theology

University of California, Berkeley

Eduard Kromer is an author at Justus-Liebig-Universität Gießen specializing in engineering, business, and probability theory.

Top concepts

EngineeringFinanceBusinessManagementProbabilityAsset PricingStochastic AnalysisStochastic CalculusStochastic ProcessesFinancial Engineering

Publications per year

2013–2017

5

Publications

5

Systemic risk measures on general measurable spaces

Eduard Kromer, Ludger Overbeck, K. Zilch · Mathematical Methods of Operations Research · 2016 · 60 citations

Measure Theory, Engineering, Systemic Risk Measures +5

DIFFERENTIABILITY OF BSVIEs AND DYNAMIC CAPITAL ALLOCATIONS

Eduard Kromer, Ludger Overbeck · International Journal of Theoretical and Applied Finance · 2017 · 26 citations

Portfolio Optimization, Asset Pricing, Accounting +14

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

REPRESENTATION OF BSDE-BASED DYNAMIC RISK MEASURES AND DYNAMIC CAPITAL ALLOCATIONS

Eduard Kromer, Ludger Overbeck · International Journal of Theoretical and Applied Finance · 2014 · 14 citations

Engineering, Financial Risk Management, Asset Allocation +20

Systemic Risk Measures on General Probability Spaces

Eduard Kromer, Ludger Overbeck, Katrin Zilch · SSRN Electronic Journal · 2013 · 12 citations · Full text

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