4. Mathematics
  5. Probability

Oliver Pfaffel

Mathematics – Probability

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Limit Theory for the largest eigenvalues of sample covariance matrices with heavy-tails

Mathematics – Probability
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Limiting spectral distribution of a new random matrix model with dependence across rows and columns

Mathematics – Probability
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On strong solutions for positive definite jump-diffusions

Mathematics – Probability
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Option Pricing in Multivariate Stochastic Volatility Models of OU Type

Economy – Quantitative Finance – Pricing of Securities
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Wishart Processes

Mathematics – Probability
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