Iben Cathrine Simonsen

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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
Metatimes, random measures and cylindrical random variables
Modern Stochastics. Theory and Applications
2021-12-27Paper
Sensitivity analysis in the infinite dimensional Heston model
Infinite Dimensional Analysis, Quantum Probability and Related Topics
2021-10-25Paper
The Heston stochastic volatility model in Hilbert space
Stochastic Analysis and Applications
2018-10-09Paper


Research outcomes over time


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