Janka Möller
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Person:6424898
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 |
|---|---|---|
| Signature methods in stochastic portfolio theory SIAM Journal on Financial Mathematics | 2025-12-17 | Paper |
| Joint calibration to SPX and VIX options with signature-based models Mathematical Finance | 2025-01-20 | Paper |
| Joint calibration to SPX and VIX options with signature-based models | 2023-01-30 | Paper |
Research outcomes over time
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