Holger Fink

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
Implied risk aversion: an alternative rating system for retail structured products Review of Derivatives Research	2019-10-16	Paper
Fractional Lévy Cox-Ingersoll-Ross and Jacobi processes Statistics & Probability Letters	2019-02-20	Paper
Conditional distributions of Mandelbrot-Van Ness fractional Lévy processes and continuous-time ARMA-GARCH-type models with long memory Journal of Time Series Analysis	2016-01-25	Paper
Conditional characteristic functions of Molchan-Golosov fractional Lévy processes with application to credit risk Journal of Applied Probability	2014-04-04	Paper
Conditional distributions of processes related to fractional Brownian motion Journal of Applied Probability	2013-04-25	Paper
A fractional credit model with long range dependent default rate Stochastic Processes and their Applications	2013-03-04	Paper
Fractional Lévy-driven Ornstein-Uhlenbeck processes and stochastic differential equations Bernoulli	2011-09-02	Paper
Corrigendum to ``Prediction for some processes related to a fractional Brownian motion'' Statistics & Probability Letters	2011-07-26	Paper

Research outcomes over time

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