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Stefanovits, David
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Search Results - Stefanovits, David
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Stefanovits, David
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Affine representations of fractional processes with applications in mathematical finance
by
Harms, Philipp
,
Stefanovits, David
Published in
Stochastic processes and their applications
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Consistent re-calibration of the discrete-time multifactor Vasicek model
by
Harms, Philipp
,
Stefanovits, David
,
Teichmann, Josef
,
Wüthrich, Mario V
Published in
Risks (Basel)
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3
Model risk in portfolio optimization
by
Stefanovits, David
,
Schubiger, Urs
,
Wüthrich, Mario V
Published in
Risks (Basel)
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4
Consistent recalibration of yield curve models
by
Harms, Philipp
,
Stefanovits, David
,
Teichmann, Josef
,
Wüthrich, Mario V.
Published in
Mathematical finance
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5
Hedging of long term zero-coupon bonds in a market model with reinvestment risk
by
Stefanovits, David
,
Wüthrich, Mario V.
Published in
European actuarial journal
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