Daniel Hackmann

Available identifiers

zbMath Open hackmann.danielMaRDI QIDQ259579

List of research outcomes

Publication	Date of Publication	Type
Karhunen–Loève expansions of Lévy processes	2022-05-16	Paper
On log-normal convolutions: an analytical-numerical method with applications to economic capital determination	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	2018-06-13	Paper
Approximating Lévy processes with completely monotone jumps	2016-03-11	Paper
Karhunen-Loeve expansions of Levy processes	2016-03-02	Paper
Asian options and meromorphic Lévy processes	2015-02-06	Paper
A note on the series representation for the density of the supremum of a stable process	2014-09-22	Paper

Research outcomes over time

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