The following pages link to Martin Keller-Ressel (Q300274):
Displaying 35 items.
- Hydra: A method for strain-minimizing hyperbolic embedding of network- and distance-based data (Q145974) (← links)
- Affine processes on symmetric cones (Q300276) (← links)
- (Q388906) (redirect page) (← links)
- Regularity of affine processes on general state spaces (Q388907) (← links)
- (Q429287) (redirect page) (← links)
- On the limit distributions of continuous-state branching processes with immigration (Q429288) (← links)
- (Q491180) (redirect page) (← links)
- Simple examples of pure-jump strict local martingales (Q491181) (← links)
- Affine processes are regular (Q662821) (← links)
- A Stefan-type stochastic moving boundary problem (Q682466) (← links)
- Polynomial processes and their applications to mathematical finance (Q693032) (← links)
- Yield curve shapes and the asymptotic short rate distribution in affine one-factor models (Q928499) (← links)
- (Q972477) (redirect page) (← links)
- On convexity of solutions of ordinary differential equations (Q972479) (← links)
- Correction to: Yield curve shapes and the asymptotic short rate distribution in affine one-factor models (Q1709609) (← links)
- Asymptotic and exact pricing of options on variance (Q1936829) (← links)
- Affine forward variance models (Q1999593) (← links)
- Forward invariance and Wong-Zakai approximation for stochastic moving boundary problems (Q2195112) (← links)
- Distance multivariance: new dependence measures for random vectors (Q2328059) (← links)
- Exponential moments of affine processes (Q2341630) (← links)
- Detecting independence of random vectors: generalized distance covariance and Gaussian covariance (Q2414854) (← links)
- The affine LIBOR models (Q2851558) (← links)
- Convex Order of Discrete, Continuous, and Predictable Quadratic Variation and Applications to Options on Variance (Q2940750) (← links)
- MOMENT EXPLOSIONS AND LONG-TERM BEHAVIOR OF AFFINE STOCHASTIC VOLATILITY MODELS (Q3069958) (← links)
- Geometric Asian option pricing in general affine stochastic volatility models with jumps (Q4555113) (← links)
- A Remark on Gatheral’s ‘Most-Likely Path Approximation’ of Implied Volatility (Q4560333) (← links)
- Implied Volatility in Strict Local Martingale Models (Q4635246) (← links)
- Semistatic and sparse variance‐optimal hedging (Q5109972) (← links)
- THE CLASSIFICATION OF TERM STRUCTURE SHAPES IN THE TWO-FACTOR VASICEK MODEL — A TOTAL POSITIVITY APPROACH (Q5157842) (← links)
- Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation (Q5235053) (← links)
- Large deviations and stochastic volatility with jumps: asymptotic implied volatility for affine models (Q5411908) (← links)
- Strain-minimizing hyperbolic network embeddings with landmarks (Q5881483) (← links)
- STATE SPACE DECOMPOSITION AND CLASSIFICATION OF TERM STRUCTURE SHAPES IN THE TWO-FACTOR VASICEK MODEL (Q6182052) (← links)
- Semi-Static and Sparse Variance-Optimal Hedging (Q6291397) (← links)
- Moments of generalized fractional polynomial processes (Q6764392) (← links)
