Economy – Quantitative Finance – Pricing of Securities
Scientist
Economy
Quantitative Finance
Pricing of Securities
Scientist
LMRS
Density functional theory and optimal transportation with Coulomb cost
Fractional Lévy-driven Ornstein--Uhlenbeck processes and stochastic differential equations
Futures pricing in electricity markets based on stable CARMA spot models
High frequency sampling of a continuous-time ARMA process
High-frequency sampling and kernel estimation for continuous-time moving average processes
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