Berlin Mathematical School

Convex measures of risk and trading constraints

Hans Föllmer, Alexander Schied · Finance and Stochastics · 2002 · 1.5K citations

Portfolio Optimization, Asset Pricing, Convex Measures +3

Boltzmann generators: Sampling equilibrium states of many-body systems with deep learning

Frank Noé, Simon Olsson, Jonas Köhler et al. · Science · 2019 · 706 citations

Engineering, Machine Learning, Equilibrium States +16

Retarding subdiffusion and accelerating superdiffusion governed by distributed-order fractional diffusion equations

Aleksei V. Chechkin, Rudolf Gorenflo, Igor M. Sokolov · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 2002 · 432 citations · Full text

Numerical Analysis, Engineering, Diffusionlike Equations +13

Solving the chemical master equation for monomolecular reaction systems analytically

Tobias Jahnke, Wilhelm Huisinga · Journal of Mathematical Biology · 2006 · 321 citations

Engineering, Chemical Analysis, Reaction Engineering +9

Quantile hedging

Hans F�llmer, Peter Leukert · Finance and Stochastics · 1999 · 293 citations