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 |
|---|---|---|
| Analytical computation of conditional moments in the extended Cox-Ingersoll-Ross process with regime switching: hybrid PDE system solutions with financial applications Mathematics and Computers in Simulation | 2025-04-25 | Paper |
| Simple analytical formulas for pricing and hedging moment swaps | 2022-10-18 | Paper |
| scientific article; zbMATH DE number 7534789 (Why is no real title available?) | 2022-05-31 | Paper |
| Inference from high-frequency data: a subsampling approach Journal of Econometrics | 2017-03-10 | Paper |
| A weak limit theorem for numerical approximation of Brownian semi-stationary processes Stochastics of Environmental and Financial Economics | 2016-04-22 | Paper |
Research outcomes over time
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