Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
Montreal, Universite, Montreal, Canada
Director of Sciences, Deutsches Museum, Munich, Germany
A general proof of the Dybvig-Ingersoll-Ross-Theorem: Long forward rates can never fall
A Heat Kernel Approach to Interest Rate Models
A hyper-geometric approach to the BMV-conjecture
A new approach for scenario generation in Risk management
A new extrapolation method for weak approximation schemes with applications
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