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Bayer, Christian [Author]; Belomestny, Denis [Author]; Butkovsky, Oleg [Author]; Schoenmakers, John G. M. [Author]

RKHS regularization of singular local stochastic volatility McKean--Vlasov models

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2022
Bayer, Christian [Author]; Friz, Peter [Author]; Gulisashvili, Archil [Author]; Horvath, Blanka [Author]; Stemper, Benjamin [Author]

Short-time near-the-money skew in rough fractional volatility models

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2017
Bayer, Christian [Author]; Friz, Peter [Author]; Gulisashvili, Archil [Author]; Horvath, Blanka [Author]; Stemper, Benjamin [Author]

Short-time near-the-money skew in rough fractional volatility models

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2017
Grbac, Zorana [Author]; Papapantoleon, Antonis [Author]; Schoenmakers, John G. M. [Author]; Skovmand, David [Author]

Affine LIBOR models with multiple curves: Theory, examples and calibration

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2014
Grbac, Zorana [Author]; Papapantoleon, Antonis [Author]; Schoenmakers, John G. M. [Author]; Skovmand, David [Author]

Affine LIBOR models with multiple curves: Theory, examples and calibration

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2014
Papapantoleon, Antonis [Author]; Schoenmakers, John G. M. [Author]; Skovmand, David [Author]

Efficient and accurate log-Lévy approximations to Lévy driven LIBOR models

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2011
Papapantoleon, Antonis [Author]; Schoenmakers, John G. M. [Author]; Skovmand, David [Author]

Efficient and accurate log-Lévy approximations to Lévy driven LIBOR models

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2011
Belomestny, Denis [Author]; Mathew, Stanley [Author]; Schoenmakers, John G. M. [Author]

Multiple stochastic volatility extension of the Libor market model and its implementation

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2009
Belomestny, Denis [Author]; Mathew, Stanley [Author]; Schoenmakers, John G. M. [Author]

Multiple stochastic volatility extension of the Libor market model and its implementation

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2009
Bayer, Christian [Author]; Schoenmakers, John G. M. [Author]

Option pricing in affine generalized Merton models

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2015
Bayer, Christian [Author]; Schoenmakers, John G. M. [Author]

Option pricing in affine generalized Merton models

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2015
Ladkau, Marcel [Author]; Schoenmakers, John G. M. [Author]; Zhang, Jianing [Author]

Libor model with expiry-wise stochastic volatility and displacement

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2012
Ladkau, Marcel [Author]; Schoenmakers, John G. M. [Author]; Zhang, Jianing [Author]

Libor model with expiry-wise stochastic volatility and displacement

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2012
Neuhaus, Julia [Author]; Isaak, Andrew [Author]; Bostandzic, Denefa [Author]

Million dollar personality: a systematic literature review on personality in crowdfunding

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Cham: Springer International Publishing, 2021
Blaufus, Kay [Author]; Milde, Michael [Author]

Learning to save tax-efficiently: Tax misperceptions and the effect of informational tax nudges on retirement savings

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Berlin: Arbeitskreis Quantitative Steuerlehre (arqus), 2018
de Meza, David [Author]; Irlenbusch, Bernd [Author]; Reyniers, Diane [Author]

Disclosure, trust and persuasion in insurance markets

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Bonn: Institute for the Study of Labor (IZA), 2010
Bayer, Christian [Author]; Harang, Fabian [Author]; Pigato, Paolo [Author]

Log-modulated rough stochastic volatility models

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2020
Bayer, Christian [Author]; Harang, Fabian [Author]; Pigato, Paolo [Author]

Log-modulated rough stochastic volatility models

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2020
Davis, Steven J. [Author]; Willen, Paul S. [Author]

Occupation-level income shocks and asset returns: Their covariance and implications for portfolio choice

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Boston, MA: Federal Reserve Bank of Boston, 2013
Tangpi, Ludovic [Author]

Dual Representation of Convex Increasing Functionals with Applications to Finance

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KOPS - The Institutional Repository of the University of Konstanz, 2015

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