Search Results - Keller-Ressel, M.

  • Showing 1 - 4 results of 4
Refine Results
  1. 1
    A comparison principle between rough and non-rough Heston models-with applications to the volatility surface

    A comparison principle between rough and non-rough Heston models-with applications to the volatility surface by Keller-Ressel, M., Majid, A.

    Published in Quantitative finance
    Get full text
    Items that this one cites
    Items that cite this one
    Article
    Save to List
    Saved in:
  2. 2
    Yield curve shapes and the asymptotic short rate distribution in affine one-factor models

    Yield curve shapes and the asymptotic short rate distribution in affine one-factor models by Keller-Ressel, Martin, Steiner, Thomas

    Get full text
    Items that this one cites
    Items that cite this one
    Article
    Save to List
    Saved in:
  3. 3
    On convexity of solutions of ordinary differential equations

    On convexity of solutions of ordinary differential equations by Keller-Ressel, M., Mayerhofer, E., Smirnov, A.G.

    Get full text
    Items that this one cites
    Items that cite this one
    Article
    Save to List
    Saved in:
  4. 4
    On convexity of solutions of ordinary differential equations

    On convexity of solutions of ordinary differential equations by KELLER-RESSEL, M, MAYERHOFER, E, SMIRNOV, A. G

    Get full text
    Article
    Save to List
    Saved in:

Search Tools: