Affine representations of fractional processes with applications in mathematical finance von Harms, Philipp, Stefanovits, David

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Consistent re-calibration of the discrete-time multifactor Vasicek model von Harms, Philipp, Stefanovits, David, Teichmann, Josef, Wüthrich, Mario V

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Model risk in portfolio optimization von Stefanovits, David, Schubiger, Urs, Wüthrich, Mario V

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Consistent recalibration of yield curve models von Harms, Philipp, Stefanovits, David, Teichmann, Josef, Wüthrich, Mario V.

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Hedging of long term zero-coupon bonds in a market model with reinvestment risk von Stefanovits, David, Wüthrich, Mario V.

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Affine representations of fractional processes with applications in mathematical finance von Harms, Philipp, Stefanovits, David

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Affine representations of fractional processes with applications in mathematical finance von Harms, Philipp, Stefanovits, David

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Consistent Re-Calibration of the Discrete-Time Multifactor Vasi\v{c}ek Model von Harms, Philipp, Stefanovits, David, Teichmann, Josef, Wüthrich, Mario V

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Consistent Recalibration of Yield Curve Models von Harms, Philipp, Stefanovits, David, Teichmann, Josef, Wüthrich, Mario

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Consistent Recalibration of Yield Curve Models von Harms, Philipp, Stefanovits, David, Teichmann, Josef, Wüthrich, Mario

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Consistent Re-Calibration of the Discrete-Time Multifactor Vasiček Model von Harms, Philipp, Stefanovits, David, Teichmann, Josef, Wüthrich, Mario V

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