Walter Farkas

Available identifiers

zbMath Open farkas.walterMaRDI QIDQ171447

List of research outcomes

Publication	Date of Publication	Type
Intra‐Horizon expected shortfall and risk structure in models with jumps	2023-09-28	Paper
Pricing autocallables under local-stochastic volatility	2023-06-26	Paper
Geometric step options and Lévy models: duality, pides, and semi-analytical pricing	2022-08-30	Paper
A general closed form option pricing formula	2019-06-03	Paper
The Impact of Cointegration on Commodity Spread Options	2018-10-22	Paper
Measuring risk with multiple eligible assets	2015-03-24	Paper
Beyond cash-additive risk measures: when changing the numéraire fails	2014-11-14	Paper
Capital requirements with defaultable securities	2014-09-22	Paper
Smooth and bid-offer compliant volatility surfaces under general dividend streams	2014-01-23	Paper
Local volatility of volatility for the VIX market	2013-12-02	Paper
ANISOTROPIC STABLE LEVY COPULA PROCESSES — ANALYTICAL AND NUMERICAL ASPECTS	2008-05-14	Paper
Local growth envelopes of Besov spaces of generalized smoothness	2006-11-16	Paper
Characterisations of function spaces of generalised smoothness	2006-09-28	Paper
On the Hartree-Fock equations of the electron-positron field	2005-10-17	Paper
Sobolev spaces on non-smooth domains and Dirichlet forms related to subordinate reflecting diffusions	2002-03-03	Paper
Function spaces related to continuous negative definite functions: \(\psi\)-Bessel potential spaces	2001-12-13	Paper
Eigenvalue distribution of some fractal semi-elliptic differential operators	2001-12-12	Paper
Traces of anisotropic Besov-Lizorkin-Triebel spaces---a complete treatment of the borderline cases	2001-06-10	Paper
Feller semigroups, Lp -sub-Markovian semigroups, and applications to pseudo-differential operators with negative definite symbols	2001-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q4934896	2000-04-03	Paper
The behaviour of the eigenvalues for a class of operators related to some self-affine fractals in \(\mathbb{R}^2\).	2000-03-16	Paper
https://portal.mardi4nfdi.de/entity/Q4264703	1999-10-05	Paper
The Distribution of Eigenfrequencies of Anisotropic Fractal Drums	1998-09-10	Paper
https://portal.mardi4nfdi.de/entity/Q4893889	1997-12-08	Paper
https://portal.mardi4nfdi.de/entity/Q4886869	1996-09-01	Paper

Research outcomes over time

This page was built for person: Walter Farkas