Paul Hager

20212022202320245 10 37 7

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Christian BayerResearch fellow, Weierstrass Institute, BerlinVerified email at wias-berlin.de
Sebastian RiedelFernUniversität HagenVerified email at fernuni-hagen.de
Prof. Dr. Denis BelomestnyDuisburg-Essen UniversityVerified email at uni-due.de
Paolo PigatoUniversity of Rome Tor VergataVerified email at uniroma2.eu
Eyal NeumanImperial College LondonVerified email at imperial.ac.uk
Nikolas TapiaWIAS BerlinVerified email at wias-berlin.de
Peter K. FrizProfessor of Mathematics, TU and WIAS BerlinVerified email at math.tu-berlin.de
Vladimir SpokoinyProfessor for Statistics, Humboldt University und WIAS BerlinVerified email at wias-berlin.de

Paul Hager

Verified email at math.tu-berlin.de - Homepage


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Optimal stopping with signatures C Bayer, PP Hager, S Riedel, J Schoenmakers The Annals of Applied Probability 33 (1), 238-273, 2023	25	2023
The multiplicative chaos of H= 0 fractional Brownian fields P Hager, E Neuman The Annals of Applied Probability 32 (3), 2139-2179, 2022	15	2022
Unified signature cumulants and generalized Magnus expansions PK Friz, PP Hager, N Tapia Forum of Mathematics, Sigma 10, e42, 2022	13	2022
Randomized optimal stopping algorithms and their convergence analysis C Bayer, D Belomestny, P Hager, P Pigato, J Schoenmakers SIAM Journal on Financial Mathematics 12 (3), 1201-1225, 2021	6	2021
Mean‐field liquidation games with market drop‐out G Fu, PP Hager, U Horst Mathematical Finance, 2024	2	2024
Reinforced optimal control C Bayer, D Belomestny, P Hager, P Pigato, J Schoenmakers, V Spokoiny arXiv preprint arXiv:2011.12382, 2020	1	2020
A Mean-Field Game of Market Entry: Portfolio Liquidation with Trading Constraints G Fu, PP Hager, U Horst arXiv preprint arXiv:2403.10441, 2024		2024

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