Christoph Gschnaidtner

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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
International portfolio choice under multi-factor stochastic volatility
Quantitative Finance
2022-05-27Paper
A multivariate stochastic volatility model with applications in the foreign exchange market
Review of Derivatives Research
2018-11-09Paper


Research outcomes over time


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