Holger Fink

Available identifiers

zbMath Open fink.holgerWikidataQ102401408 ScholiaQ102401408MaRDI QIDQ553078

List of research outcomes

Publication	Date of Publication	Type
Implied risk aversion: an alternative rating system for retail structured products	2019-10-16	Paper
Fractional Lévy Cox-Ingersoll-Ross and Jacobi processes	2019-02-20	Paper
Conditional Distributions of Mandelbrot–van ness Fractional LÉVY Processes and Continuous‐Time ARMA–GARCH‐Type Models with Long Memory	2016-01-25	Paper
Conditional Characteristic Functions of Molchan-Golosov Fractional Lévy Processes with Application to Credit Risk	2014-04-04	Paper
Conditional Distributions of Processes Related to Fractional Brownian Motion	2013-04-25	Paper
A fractional credit model with long range dependent default rate	2013-03-04	Paper
Fractional Lévy-driven Ornstein-Uhlenbeck processes and stochastic differential equations	2011-09-02	Paper
Corrigendum to ``Prediction for some processes related to a fractional Brownian motion	2011-07-26	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Holger Fink