| Affine processes on positive semidefinite matrices C Cuchiero, D Filipović, E Mayerhofer, J Teichmann | 203 | 2011 |
| Density approximations for multivariate affine jump-diffusion processes D Filipović, E Mayerhofer, P Schneider Journal of Econometrics 176 (2), 93-111, 2013 | 157 | 2013 |
| Affine diffusion processes: theory and applications D Filipovic, E Mayerhofer Advanced financial modelling 8, 1-40, 2009 | 142 | 2009 |
| Exponential moments of affine processes M Keller-Ressel, E Mayerhofer | 95 | 2015 |
| On strong solutions for positive definite jump diffusions E Mayerhofer, O Pfaffel, R Stelzer Stochastic processes and their applications 121 (9), 2072-2086, 2011 | 86 | 2011 |
| Affine processes on symmetric cones C Cuchiero, M Keller-Ressel, E Mayerhofer, J Teichmann Journal of theoretical probability 29, 359-422, 2016 | 38 | 2016 |
| A characterization of the martingale property of exponentially affine processes E Mayerhofer, J Muhle-Karbe, AG Smirnov Stochastic Processes and their Applications 121 (3), 568-582, 2011 | 37 | 2011 |
| On the existence of non-central Wishart distributions E Mayerhofer Journal of Multivariate Analysis 114, 448-456, 2013 | 26 | 2013 |
| The wave equation on singular space-times JDE Grant, E Mayerhofer, R Steinbauer arXiv preprint arXiv:0710.2007, 2007 | 26 | 2007 |
| Affine processes on positive semidefinite d× d matrices have jumps of finite variation in dimension d> 1 E Mayerhofer Stochastic processes and their applications 122 (10), 3445-3459, 2012 | 22 | 2012 |
| Wishart processes and Wishart distributions: An affine processes point of view E Mayerhofer arXiv preprint arXiv:1201.6634, 2012 | 19 | 2012 |
| On Lorentz geometry in algebras of generalized functions E Mayerhofer Proceedings of the Royal Society of Edinburgh Section A: Mathematics 138 (4 …, 2008 | 18 | 2008 |
| Geometric ergodicity of affine processes on cones E Mayerhofer, R Stelzer, J Vestweber Stochastic Processes and their Applications 130 (7), 4141-4173, 2020 | 16 | 2020 |
| Spherical completeness of the non-archimedean ring of Colombeau generalized numbers E Mayerhofer arXiv preprint math/0604495, 2006 | 15 | 2006 |
| A characterization of Wishart processes and Wishart distributions P Graczyk, J Małecki, E Mayerhofer Stochastic Processes and their Applications 128 (4), 1386-1404, 2018 | 14 | 2018 |
| On Wishart and noncentral Wishart distributions on symmetric cones E Mayerhofer Transactions of the American Mathematical Society 371 (10), 7093-7109, 2019 | 11 | 2019 |
| On the characterization of p ‐adic Colombeau–Egorov generalized functions by their point values E Mayerhofer Mathematische Nachrichten 280 (11), 1297-1301, 2007 | 11 | 2007 |
| The limits of leverage P Guasoni, E Mayerhofer Mathematical Finance 29 (1), 249-284, 2019 | 9 | 2019 |
| On convexity of solutions of ordinary differential equations M Keller-Ressel, E Mayerhofer, AG Smirnov arXiv preprint arXiv:0910.2195, 2009 | 9 | 2009 |
| Leveraged funds: robust replication and performance evaluation P Guasoni, E Mayerhofer Quantitative Finance 23 (7-8), 1155-1176, 2023 | 8 | 2023 |
Martin Keller-ResselTU Dresden確認したメール アドレス: tu-dresden.de