Daniel Hackmann
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Karhunen-Loève expansions of Lévy processes Communications in Statistics: Theory and Methods | 2022-05-16 | Paper |
| On log-normal convolutions: an analytical-numerical method with applications to economic capital determination Insurance Mathematics \& Economics | 2020-02-03 | Paper |
| Wiener-Hopf Factorization for the Normal Inverse Gaussian Process | 2019-02-23 | Paper |
| Analytic techniques for option pricing under a hyperexponential Lévy model Journal of Computational and Applied Mathematics | 2018-06-13 | Paper |
| Approximating Lévy processes with completely monotone jumps The Annals of Applied Probability | 2016-03-11 | Paper |
| Karhunen-Loeve expansions of Levy processes | 2016-03-02 | Paper |
| Asian options and meromorphic Lévy processes Finance and Stochastics | 2015-02-06 | Paper |
| A note on the series representation for the density of the supremum of a stable process Electronic Communications in Probability | 2014-09-22 | Paper |
Research outcomes over time
This page was built for person: Daniel Hackmann
