Oliver Pfaffel

Available identifiers

Publication	Date of Publication	Type
Discussion on: ``Experience rating in the classic Markov chain life insurance setting: an empirical Bayes and multivariate frailty approach	2019-09-03	Paper
Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series	2016-02-15	Paper
Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails	2014-02-06	Paper
Eigenvalue distribution of large sample covariance matrices of linear processes	2013-04-16	Paper
Option Pricing in Multivariate Stochastic Volatility Models of OU Type	2013-01-25	Paper
On the spectral norm of large heavy-tailed random matrices with strongly dependent rows and columns	2012-11-30	Paper
Eigenvalues of sample covariance matrices of non-linear processes with infinite variance	2012-11-26	Paper
Limiting spectral distribution of a new random matrix model with dependence across rows and columns	2012-05-14	Paper
Wishart Processes	2012-01-16	Paper
On strong solutions for positive definite jump diffusions	2011-08-04	Paper

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