Markus Hofer

Available identifiers

Publication	Date of Publication	Type
Liquidity risk in derivatives valuation: an improved credit proxy method	2018-11-14	Paper
Pricing and Hedging of Lookback Options in Hyper-exponential Jump Diffusion Models	2018-09-05	Paper
On corner avoidance of \(\beta\)-adic Halton sequences	2016-06-08	Paper
The asymptotic distribution function of the 4-dimensional shifted van der Corput sequence	2016-02-24	Paper
Ergodic properties of -adic Halton sequences	2015-07-13	Paper
https://portal.mardi4nfdi.de/entity/Q5496822	2015-01-28	Paper
https://portal.mardi4nfdi.de/entity/Q5496756	2015-01-27	Paper
On the uniform distribution modulo 1 of multidimensional LS-sequences	2014-10-31	Paper
Optimal bounds for integrals with respect to copulas and applications	2014-08-15	Paper
Probabilistic discrepancy bound for Monte Carlo point sets	2014-03-12	Paper
Uniform distribution of generalized Kakutani's sequences of partitions	2013-08-20	Paper
A CENTRAL LIMIT THEOREM FOR LATIN HYPERCUBE SAMPLING WITH DEPENDENCE AND APPLICATION TO EXOTIC BASKET OPTION PRICING	2013-01-16	Paper
On the maximal spectral type of a class of rank one transformations	2012-11-08	Paper
Probabilistic error bounds for the discrepancy of mixed sequences	2012-07-13	Paper

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