Markus Hofer

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
Liquidity risk in derivatives valuation: an improved credit proxy method Quantitative Finance	2018-11-14	Paper
Pricing and hedging of lookback options in hyper-exponential jump diffusion models Applied Mathematical Finance	2018-09-05	Paper
On corner avoidance of \(\beta\)-adic Halton sequences Annali di Matematica Pura ed Applicata. Serie Quarta	2016-06-08	Paper
The asymptotic distribution function of the 4-dimensional shifted van der Corput sequence Tatra Mountains Mathematical Publications	2016-02-24	Paper
Ergodic properties of \(\beta\)-adic Halton sequences Ergodic Theory and Dynamical Systems	2015-07-13	Paper
On the limit distribution of consecutive elements of the van der Corput sequence	2015-01-28	Paper
On the distribution functions of two oscillating sequences	2015-01-27	Paper
On the uniform distribution modulo 1 of multidimensional LS-sequences Annali di Matematica Pura ed Applicata. Serie Quarta	2014-10-31	Paper
Optimal bounds for integrals with respect to copulas and applications Journal of Optimization Theory and Applications	2014-08-15	Paper
Probabilistic discrepancy bound for Monte Carlo point sets Mathematics of Computation	2014-03-12	Paper
Uniform distribution of generalized Kakutani's sequences of partitions Annali di Matematica Pura ed Applicata. Serie Quarta	2013-08-20	Paper
A central limit theorem for Latin hypercube sampling with dependence and application to exotic basket option pricing International Journal of Theoretical and Applied Finance	2013-01-16	Paper
On the maximal spectral type of a class of rank one transformations Dynamical Systems	2012-11-08	Paper
Probabilistic error bounds for the discrepancy of mixed sequences Monte Carlo Methods and Applications	2012-07-13	Paper

Research outcomes over time

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