Mitja Stadje, Ph.D.

2009 Princeton University, Princeton, NJ 
Mathematics, Finance
"Mitja Stadje"


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Patrick Cheridito grad student 2009 Princeton
 (Dynamic risk measures and backward stochastic differential equations: From discrete to continuous time.)
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Cheridito P, Stadje M. (2013) BSδEs and BSDEs with non-Lipschitz drivers: Comparison, convergence and robustness Bernoulli. 19: 1047-1085
Cheridito P, Stadje M. (2012) Existence, minimality and approximation of solutions to BSDEs with convex drivers Stochastic Processes and Their Applications. 122: 1540-1565
Cheridito P, Stadje M. (2009) Time-inconsistency of VaR and time-consistent alternatives Finance Research Letters. 6: 40-46
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