David Stefanovits
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Person:487614
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 |
|---|---|---|
| Affine representations of fractional processes with applications in mathematical finance Stochastic Processes and their Applications | 2019-06-04 | Paper |
| Consistent recalibration of yield curve models Mathematical Finance | 2018-08-16 | Paper |
| Hedging of long term zero-coupon bonds in a market model with reinvestment risk European Actuarial Journal | 2015-01-22 | Paper |
Research outcomes over time
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