Ingo Fahrner

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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!

PublicationDate of PublicationType
On almost sure max-limit theorems
Statistics & Probability Letters
2012-09-02Paper
MODERN LOGARITHMS FOR THE HESTON MODEL
International Journal of Theoretical and Applied Finance
2007-06-05Paper
A strong invariance principle for the logarithmic average of sample maxima.
Stochastic Processes and their Applications
2004-11-26Paper
Strong approximation of maxima by extremal processes
The Annals of Probability
2004-03-20Paper
An extension of the almost sure max-limit theorem
Statistics & Probability Letters
2000-09-14Paper


Research outcomes over time


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