Rüdiger Kiesel

Available identifiers

zbMath Open kiesel.rudigerWikidataQ2203636 ScholiaQ2203636MaRDI QIDQ849583

List of research outcomes

Publication	Date of Publication	Type
Climate risk in structural credit models	2024-09-25	Paper
Multivariate elliptic processes	2024-07-16	Paper
VOLATILITY AND LIQUIDITY ON HIGH-FREQUENCY ELECTRICITY FUTURES MARKETS: EMPIRICAL ANALYSIS AND STOCHASTIC MODELING	2020-08-05	Paper
Structural Electricity Models and Asymptotically Normal Estimators to Quantify Parameter Risk	2020-02-24	Paper
Time-varying copula models for financial time series	2019-09-23	Paper
On the construction of hourly price forward curves for electricity prices	2019-02-18	Paper
Semi-parametric modelling in finance: theoretical foundations	2019-01-14	Paper
A semi-parametric approach to risk management	2019-01-14	Paper
Pricing Options on EU ETS Certificates with a Time-Varying Market Price of Risk Model	2016-04-22	Paper
Valuation of Structured Financial Products by Adaptive Multiwavelet Methods in High Dimensions	2015-06-18	Paper
Modeling the Forward Surface of Mortality	2013-01-25	Paper
On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View	2010-06-21	Paper
A two-factor model for the electricity forward market	2009-09-13	Paper
Fair valuation of insurance contracts under Lévy process specifications	2008-08-22	Paper
Risk-neutral valuation of participating life insurance contracts	2006-10-31	Paper
Risk-neutral valuation. Pricing and hedging of financial derivatives.	2004-10-12	Paper
https://portal.mardi4nfdi.de/entity/Q4810084	2004-08-31	Paper
Nonparametric statistical methods and the pricing of derivative securities	2002-08-28	Paper
https://portal.mardi4nfdi.de/entity/Q4543480	2002-08-13	Paper
A large deviation principle for weighted sums of independent identically distributed random variables	2001-08-30	Paper
https://portal.mardi4nfdi.de/entity/Q4518933	2001-01-18	Paper
https://portal.mardi4nfdi.de/entity/Q4226266	1999-01-24	Paper
Strong laws and summability for \(\varphi\)-mixing sequences of random variables	1998-11-01	Paper
Risk-neutral valuation: Pricing and hedging of financial derivatives	1998-08-31	Paper
Strong laws and summability for sequences of \(\varphi\)-mixing random variables in Banach spaces	1998-03-09	Paper
The law of the iterated logarithm for certain power series and generalized Nörlund methods	1998-02-10	Paper
Erdös-Rényi-Shepp laws and weighted sums of independent identically distributed random variables	1997-12-18	Paper
On Scales of Summability Methods	1996-08-19	Paper
ABSOLUTE φ -SUMMABILITY FACTORS WITH A POWER FOR Aα -METHODS	1996-08-14	Paper
Tauberian- and Convexity Theorems for Certain (N,p,q)-Means	1995-06-08	Paper
Weighted means and summability by generalized Nörlund and other methods	1995-03-12	Paper
Absolute \(\varphi\)-convergence factors with a power	1994-08-11	Paper
General Nörlund transforms and power series methods	1994-07-11	Paper
Power series methods and almost sure convergence	1993-09-20	Paper
https://portal.mardi4nfdi.de/entity/Q4001996	1992-09-18	Paper
Tauberian theorems for general power series methods	1992-06-27	Paper

Research outcomes over time

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