Andreas Kaeck

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The Role of Binance in Bitcoin Volatility Transmission
Applied Mathematical Finance
2023-02-28Paper
VIX derivatives, hedging and vol-of-vol risk
European Journal of Operational Research
2020-01-23Paper
Variance-of-variance risk premium
Review of Finance
2018-11-20Paper
A parsimonious parametric model for generating margin requirements for futures
European Journal of Operational Research
2018-10-30Paper
Efficient read-out of flux qubits at flux degeneracy
Quantum Information Processing
2006-11-22Paper


Research outcomes over time


This page was built for person: Andreas Kaeck