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Polynomial processes and their...
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A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing
Cuchiero, Christa
;
Teichmann, Josef
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 743-761
Persistent link: https://www.econbiz.de/10011420460
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Polynomial processes and their applications to mathematical finance
Cuchiero, Christa
;
Keller-Ressel, Martin
;
Teichmann, Josef
- In:
Finance and stochastics
16
(
2012
)
4
,
pp. 711-741
Persistent link: https://www.econbiz.de/10010019156
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3
A general HJM framework for multiple yield curve modelling
Cuchiero, Christa
;
Fontana, Claudio
;
Gnoatto, Alessandro
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 267-320
Persistent link: https://www.econbiz.de/10011470672
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4
Infinite-dimensional polynomial processes
Cuchiero, Christa
;
Svaluto-Ferro, Sara
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 383-426
Persistent link: https://www.econbiz.de/10012499741
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5
Universal approximation theorems for continuous functions of càdlàg paths and Lévy-type signature models
Cuchiero, Christa
;
Primavera, Francesca
;
Svaluto-Ferro, Sara
- In:
Finance and stochastics
29
(
2025
)
2
,
pp. 289-342
Persistent link: https://www.econbiz.de/10015394802
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6
Yield curve shapes and the asymptotic short rate distribution in affine one-factor models
Keller-Ressel, Martin
;
Steiner, Thomas
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 149-172
Persistent link: https://www.econbiz.de/10008221309
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7
Asymptotic and exact pricing of options on variance
Keller-Ressel, Martin
;
Muhle-Karbe, Johannes
- In:
Finance and stochastics
17
(
2012
)
1
,
pp. 107-133
Persistent link: https://www.econbiz.de/10010057621
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8
Asymptotic and exact pricing of options on variance
Keller-Ressel, Martin
;
Muhle-Karbe, Johannes
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 107-133
Persistent link: https://www.econbiz.de/10009682289
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9
Affine forward variance models
Gatheral, Jim
;
Keller-Ressel, Martin
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 501-533
Persistent link: https://www.econbiz.de/10012023754
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10
Yield curve shapes and the asymptotic short rate distribution in affine one-factor models
Keller-Ressel, Martin
;
Steiner, Thomas
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 149-172
Persistent link: https://www.econbiz.de/10003716240
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