Search Results - "Grass, Annemarie"

Robust models of disease heterogeneity and control, with application to the SARS-CoV-2 epidemic by Johnson, Kory D, Grass, Annemarie, Toneian, Daniel, Beiglböck, Mathias, Polechová, Jitka

“…In light of the continuing emergence of new SARS-CoV-2 variants and vaccines, we create a robust simulation framework for exploring possible infection…”
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Disease momentum: Estimating the reproduction number in the presence of superspreading by Johnson, Kory D., Beiglböck, Mathias, Eder, Manuel, Grass, Annemarie, Hermisson, Joachim, Pammer, Gudmund, Polechová, Jitka, Toneian, Daniel, Wölfl, Benjamin

“…A primary quantity of interest in the study of infectious diseases is the average number of new infections that an infected person produces. This so-called…”
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Perkins Embedding for General Starting Laws by Grass, Annemarie

“…The Skorokhod embedding problem (SEP) is to represent a given probability measure as a Brownian motion $B$ at a particular stopping time. In recent years…”
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Robust models of disease heterogeneity and control, with application to the SARS-CoV-2 epidemic by Kory D. Johnson, Annemarie Grass, Daniel Toneian, Mathias Beiglböck, Jitka Polechová

“…In light of the continuing emergence of new SARS-CoV-2 variants and vaccines, we create a robust simulation framework for exploring possible infection…”
Get full text

Robust option pricing with volatility term structure -- An empirical study for variance options by Cox, Alexander M. G, Grass, Annemarie M

“…The robust option pricing problem is to find upper and lower bounds on fair prices of financial claims using only the most minimal assumptions. It contrasts…”
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Delayed switching identities and multi-marginal solutions to the Skorokhod embedding problem by Cox, Alexander M. G, Grass, Annemarie M

“…In this article, we consider a generalisation of the Skorokhod embedding problem (SEP) with a delayed starting time. In the delayed SEP, we look for stopping…”
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Robust models of SARS-CoV-2 heterogeneity and control by Johnson, Kory D, Grass, Annemarie, Toneian, Daniel, Beiglböck, Mathias, Polechová, Jitka

“…In light of the continuing emergence of new SARS-CoV-2 variants and vaccines, we create a simulation framework for exploring possible infection trajectories…”
Get full text

Disease Momentum: Estimating the Reproduction Number in the Presence of Superspreading by Johnson, Kory D, Beiglböck, Mathias, Eder, Manuel, Grass, Annemarie, Hermisson, Joachim, Pammer, Gudmund, Polechová, Jitka, Toneian, Daniel, Wölfl, Benjamin

“…A primary quantity of interest in the study of infectious diseases is the average number of new infections that an infected person produces. This so-called…”
Get full text