Eberhard Mayerhofer

Available identifiers

zbMath Open mayerhofer.eberhardMaRDI QIDQ300275

List of research outcomes

Publication	Date of Publication	Type
Leveraged funds: robust replication and performance evaluation	2023-09-25	Paper
Rogue traders	2023-07-06	Paper
Informational efficiency and welfare	2022-09-23	Paper
Criticality and Popularity in Social Networks	2021-05-19	Paper
The Smirnov Property for weighted Lebesgue spaces	2021-01-07	Paper
Minimal \(\mathcal{L}^p \)-densities with prescribed marginals	2020-12-07	Paper
Technical Note—Options Portfolio Selection	2020-11-04	Paper
Geometric ergodicity of affine processes on cones	2020-05-26	Paper
Three essays on stopping	2019-09-28	Paper
The limits of leverage	2019-05-08	Paper
On Wishart and noncentral Wishart distributions on symmetric cones	2019-05-06	Paper
Reforming the Wishart characteristic function	2019-01-27	Paper
A characterization of Wishart processes and Wishart distributions	2018-04-13	Paper
A note on the Esscher transform of affine Markov processes	2016-09-09	Paper
Affine processes on symmetric cones	2016-06-27	Paper
Exponential moments of affine processes	2015-04-27	Paper
Affine Processes	2014-09-05	Paper
Density approximations for multivariate affine jump-diffusion processes	2014-04-03	Paper
On the existence of non-central Wishart distributions	2013-01-16	Paper
On the functional equation af \(Af^2 + Bg^2 = 1\) on the field of complex \(p\)-adic numbers	2012-11-13	Paper
Affine processes on positive semidefinite \(d \times d\) matrices have jumps of finite variation in dimension \(d > 1\)	2012-09-12	Paper
Wishart Processes and Wishart Distributions: An Affine Processes Point of View	2012-01-31	Paper
On strong solutions for positive definite jump diffusions	2011-08-04	Paper
How singular are moment generating functions?	2011-07-12	Paper
A characterization of the martingale property of exponentially affine processes	2011-07-08	Paper
Affine processes on positive semidefinite matrices	2011-05-11	Paper
On the parameter domain of Wishart distributions and their infinite divisibility	2010-09-20	Paper
On convexity of solutions of ordinary differential equations	2010-05-19	Paper
Affine Diffusion Processes: Theory and Applications	2010-01-13	Paper
The wave equation on singular space-times	2009-01-12	Paper
On Lorentz geometry in algebras of generalized functions	2008-08-21	Paper
On positivity in algebras of tempered generalized functions	2008-08-06	Paper
https://portal.mardi4nfdi.de/entity/Q5446157	2008-03-06	Paper
The wave equation on static singular space-times	2008-02-12	Paper
Homogeneity in generalized function algebras	2008-01-10	Paper
Wave equations on space-times of low regularity: Existence results and regularity theory in the framework of generalized function algebras	2007-11-13	Paper
On the characterization ofp -adic Colombeau–Egorov generalized functions by their point values	2007-09-21	Paper
https://portal.mardi4nfdi.de/entity/Q4675751	2005-05-06	Paper
Rational decompositions of complex meromorphic functions	2005-03-18	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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