Các bài viết có thể truy cập công khai - Martin Keller-ResselTìm hiểu thêm
Có tại một số nơi: 19
Moment explosions and long‐term behavior of affine stochastic volatility models
M Keller‐Ressel
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2011
Các cơ quan ủy nhiệm: Austrian Science Fund
Polynomial processes and their applications to mathematical finance
C Cuchiero, M Keller-Ressel, J Teichmann
Finance and Stochastics 16, 711-740, 2012
Các cơ quan ủy nhiệm: Austrian Science Fund
Affine processes are regular
M Keller-Ressel, W Schachermayer, J Teichmann
Probability Theory and Related Fields 151 (3), 591-611, 2011
Các cơ quan ủy nhiệm: Austrian Science Fund
Exponential moments of affine processes
M Keller-Ressel, E Mayerhofer
Các cơ quan ủy nhiệm: Science Foundation Ireland
Yield curve shapes and the asymptotic short rate distribution in affine one-factor models
M Keller-Ressel, T Steiner
Finance and Stochastics 12 (2), 149-172, 2008
Các cơ quan ủy nhiệm: Austrian Science Fund
The affine LIBOR models
M Keller‐Ressel, A Papapantoleon, J Teichmann
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2013
Các cơ quan ủy nhiệm: Austrian Science Fund
Regularity of affine processes on general state spaces
M Keller-Ressel, W Schachermayer, J Teichmann
Các cơ quan ủy nhiệm: Austrian Science Fund
Distance multivariance: New dependence measures for random vectors
B Böttcher, M Keller-Ressel, RL Schilling
Các cơ quan ủy nhiệm: German Research Foundation
Affine processes on symmetric cones
C Cuchiero, M Keller-Ressel, E Mayerhofer, J Teichmann
Journal of theoretical probability 29, 359-422, 2016
Các cơ quan ủy nhiệm: Science Foundation Ireland
Asymptotic and exact pricing of options on variance
M Keller-Ressel, J Muhle-Karbe
Finance and Stochastics 17, 107-133, 2013
Các cơ quan ủy nhiệm: Swiss National Science Foundation
A Stefan-type stochastic moving boundary problem
M Keller-Ressel, MS Müller
Stochastics and Partial Differential Equations: Analysis and Computations 4 …, 2016
Các cơ quan ủy nhiệm: German Research Foundation
Chapter 5: Rough affine models
M Larsson, M Keller-Ressel, S Pulido
Rough Volatility, 103-113, 2023
Các cơ quan ủy nhiệm: Swiss National Science Foundation, German Research Foundation
Detecting independence of random vectors: generalized distance covariance and Gaussian covariance
B Böttcher, M Keller-Ressel, RL Schilling
Modern Stochastics: Theory and Applications 5 (3), 353-383, 2018
Các cơ quan ủy nhiệm: German Research Foundation
Implied volatility in strict local martingale models
A Jacquier, M Keller-Ressel
SIAM Journal on Financial Mathematics 9 (1), 171-189, 2018
Các cơ quan ủy nhiệm: German Research Foundation, UK Engineering and Physical Sciences Research …
Simple examples of pure-jump strict local martingales
M Keller-Ressel
Stochastic Processes and their Applications 125 (11), 4142-4153, 2015
Các cơ quan ủy nhiệm: German Research Foundation
A comparison principle between rough and non-rough Heston models—with applications to the volatility surface
M Keller-Ressel, A Majid
Quantitative Finance 20 (6), 919-933, 2020
Các cơ quan ủy nhiệm: German Research Foundation
Semistatic and sparse variance‐optimal hedging
P Di Tella, M Haubold, M Keller‐Ressel
Mathematical Finance 30 (2), 403-425, 2020
Các cơ quan ủy nhiệm: German Research Foundation
Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation
P Di Tella, M Haubold, M Keller-Ressel
Journal of Applied Probability 56 (3), 787-809, 2019
Các cơ quan ủy nhiệm: German Research Foundation
Forward invariance and Wong–Zakai approximation for stochastic moving boundary problems
M Keller-Ressel, MS Mueller
Journal of Evolution Equations 20 (3), 869-929, 2020
Các cơ quan ủy nhiệm: Swiss National Science Foundation, German Research Foundation
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