The following pages link to Walter Farkas (Q171447):
Displaying 43 items.
- Local volatility of volatility for the VIX market (Q385648) (← links)
- Beyond cash-additive risk measures: when changing the numéraire fails (Q471176) (← links)
- Capital requirements with defaultable securities (Q743142) (← links)
- Local growth envelopes of Besov spaces of generalized smoothness (Q853499) (← links)
- The Sobolev embedding theorem for a domain with irregular boundary. (Q1432312) (← links)
- Embedding theorems for generalized Sobolev-Nikol'skij-Wiener spaces and applications to differential equations. (Q1432337) (← links)
- On the compactness of embeddings of weighted Sobolev spaces on a domain with an irregular boundary. (Q1432488) (← links)
- Sobolev inequalities on sets with irregular boundaries (Q1578905) (← links)
- Sobolev-Orlicz imbeddings, weak compactness, and spectrum (Q1589669) (← links)
- Some properties of anisotropic Sobolev spaces (Q1590719) (← links)
- Topological properties of mappings from the Sobolev classes with summable Jacobian (Q1594209) (← links)
- Sobolev functions whose inner trace at the boundary is zero (Q1810333) (← links)
- Sobolev spaces in several variables in \(L^1\)-type norms are not isomorphic to Banach lattices (Q1811526) (← links)
- Composition in fractional Sobolev spaces. (Q1864092) (← links)
- The Gel'fand widths of anisotropic Sobolev classes of smooth functions (Q1878786) (← links)
- The behaviour of the eigenvalues for a class of operators related to some self-affine fractals in \(\mathbb{R}^2\). (Q1969388) (← links)
- Sobolev spaces with zero boundary values on metric spaces (Q1977887) (← links)
- Measuring risk with multiple eligible assets (Q2018547) (← links)
- Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289) (← links)
- A general closed form option pricing formula (Q2418424) (← links)
- Characterisations of function spaces of generalised smoothness (Q2504752) (← links)
- On the Hartree-Fock equations of the electron-positron field (Q2568929) (← links)
- Stability of Sobolev spaces with zero boundary values (Q2712736) (← links)
- Traces of anisotropic Besov-Lizorkin-Triebel spaces---a complete treatment of the borderline cases (Q2713669) (← links)
- Sobolev spaces on non-smooth domains and Dirichlet forms related to subordinate reflecting diffusions (Q2721355) (← links)
- Function spaces related to continuous negative definite functions: \(\psi\)-Bessel potential spaces (Q2760590) (← links)
- A remark on Calderón-Zygmund classes and Sobolev spaces (Q2781334) (← links)
- Smooth and bid-offer compliant volatility surfaces under general dividend streams (Q2871432) (← links)
- The Distribution of Eigenfrequencies of Anisotropic Fractal Drums (Q3839903) (← links)
- (Q4264703) (← links)
- Feller semigroups, Lp -sub-Markovian semigroups, and applications to pseudo-differential operators with negative definite symbols (Q4527238) (← links)
- The Impact of Cointegration on Commodity Spread Options (Q4689923) (← links)
- (Q4886869) (← links)
- (Q4893889) (← links)
- (Q4934896) (← links)
- ANISOTROPIC STABLE LEVY COPULA PROCESSES — ANALYTICAL AND NUMERICAL ASPECTS (Q5386671) (← links)
- Radial subspaces of Besov and Lizorkin-Triebel classes: Extended Strauss lemma and compactness of embeddings (Q5929344) (← links)
- Eigenvalue distribution of some fractal semi-elliptic differential operators (Q5929726) (← links)
- Critical dimensions and higher order Sobolev inequalities with remainder terms (Q5937989) (← links)
- Sobolev inequalities of exponential type (Q5939275) (← links)
- Inequalities of John-Nirenberg type in doubling spaces (Q5943734) (← links)
- Intra‐Horizon expected shortfall and risk structure in models with jumps (Q6054364) (← links)
- Pricing autocallables under local-stochastic volatility (Q6105374) (← links)
