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 |
|---|---|---|
| Stress scenario selection by empirical likelihood Quantitative Finance | 2018-09-19 | Paper |
| Exact simulation of the Wishart multidimensional stochastic volatility model Operations Research | 2017-12-15 | Paper |
| Large deviations for affine diffusion processes on \(\mathbb R_+^m \times\mathbb R^n\) Stochastic Processes and their Applications | 2014-08-28 | Paper |
| Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices Stochastic Processes and their Applications | 2014-04-10 | Paper |
Research outcomes over time
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