Thorsten Schulz
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Person:730513
Available identifiers
zbMath Open schulz.thorstenMaRDI QIDQ730513
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 |
|---|---|---|
| A GENERAL ORNSTEIN–UHLENBECK STOCHASTIC VOLATILITY MODEL WITH LÉVY JUMPS | 2017-01-04 | Paper |
| Model risk and discretisation of locally risk-minimising strategies | 2016-12-28 | Paper |
| Extremal dependence for bilateral credit valuation adjustments | 2016-12-08 | Paper |
Research outcomes over time
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