Marc Wittlinger

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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
Moment based estimation of supOU processes and a related stochastic volatility model
Statistics & Risk Modeling
2015-04-17Paper
On optimal terminal wealth problems with random trading times and drawdown constraints
Advances in Applied Probability
2014-05-09Paper


Research outcomes over time


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