Items where Author is "Sojmark, Andreas"

Hambly, Ben, Meier, Julian and Sojmark, Andreas ORCID: 0000-0001-7488-0221 (2025) An SPDE with Robin-type boundary for a system of elastically killed diffusions on the positive half-line. Stochastic Processes and Their Applications, 179. ISSN 0304-4149

Feinstein, Zachary and Sojmark, Andreas ORCID: 0000-0001-7488-0221 (2023) Contagious McKean–Vlasov systems with heterogeneous impact and exposure. Finance and Stochastics, 27 (3). 663 - 711. ISSN 0949-2984

Feinstein, Zachary and Sojmark, Andreas ORCID: 0000-0001-7488-0221 (2021) Short communication: dynamic default contagion in heterogeneous interbank systems. SIAM Journal on Financial Mathematics, 12 (4). SC83-SC97. ISSN 1945-497X