Sven Karbach
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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 |
|---|---|---|
| Optimal execution in intraday energy markets under Hawkes processes with transient impact Quantitative Finance | 2026-03-16 | Paper |
| Finite-rank approximation of affine processes on positive Hilbert-Schmidt operators Journal of Mathematical Analysis and Applications | 2025-10-06 | Paper |
| Stationary covariance regime for affine stochastic covariance models in Hilbert spaces Finance and Stochastics | 2024-10-16 | Paper |
| An infinite‐dimensional affine stochastic volatility model Mathematical Finance | 2023-09-28 | Paper |
| Multivariate continuous-time autoregressive moving-average processes on cones Stochastic Processes and their Applications | 2023-07-12 | Paper |
| Finite-rank approximation of affine processes on positive Hilbert-Schmidt operators | 2023-01-17 | Paper |
| Affine pure-jump processes on positive Hilbert-Schmidt operators Stochastic Processes and their Applications | 2022-07-27 | Paper |
| Stationary Covariance Regime for Affine Stochastic Covariance Models in Hilbert Spaces | 2022-03-28 | Paper |
Research outcomes over time
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