Scholar
Alexander Schied
Google Scholar ID: CqFCQVEAAAAJ
University of Waterloo
probability theory
stochastic processes
mathematical finance
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Citations & Impact
All-time
Citations
18,621
H-index
39
i10-index
73
Publications
20
Co-authors
0
Publications
4 items
Quadratic and $p$-th variation of random signed Takagi--Landsberg bridges
2026
Cited
0
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
