Daniel Hackmann
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Person:259579
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Karhunen-Loève expansions of Lévy processes Communications in Statistics: Theory and Methods | 2022-05-16 | Paper |
| On log-normal convolutions: an analytical-numerical method with applications to economic capital determination Insurance Mathematics \& Economics | 2020-02-03 | Paper |
| Wiener-Hopf Factorization for the Normal Inverse Gaussian Process | 2019-02-23 | Paper |
| Analytic techniques for option pricing under a hyperexponential Lévy model Journal of Computational and Applied Mathematics | 2018-06-13 | Paper |
| Approximating Lévy processes with completely monotone jumps The Annals of Applied Probability | 2016-03-11 | Paper |
| Karhunen-Loeve expansions of Levy processes | 2016-03-02 | Paper |
| Asian options and meromorphic Lévy processes Finance and Stochastics | 2015-02-06 | Paper |
| A note on the series representation for the density of the supremum of a stable process Electronic Communications in Probability | 2014-09-22 | Paper |
Research outcomes over time
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