Affine pure-jump processes on positive Hilbert–Schmidt operators S Cox, S Karbach, A Khedher Stochastic Processes and their Applications 151, 191-229, 2022 | 19 | 2022 |
An infinite‐dimensional affine stochastic volatility model S Cox, S Karbach, A Khedher Mathematical Finance 32 (3), 878-906, 2022 | 16 | 2022 |
Stationary covariance regime for affine stochastic covariance models in Hilbert spaces M Friesen, S Karbach Finance and Stochastics, 1-40, 2024 | 6 | 2024 |
Multivariate continuous-time autoregressive moving-average processes on cones FE Benth, S Karbach Stochastic Processes and their Applications 162, 299-337, 2023 | 3 | 2023 |
Stochastic covariance models in Hilbert spaces with jumps S Karbach | 3 | 2022 |
Finite-rank approximation of affine processes on positive Hilbert-Schmidt operators S Karbach arXiv preprint arXiv:2301.06992, 2023 | 2 | 2023 |
Heat modulated affine stochastic volatility models for forward curve dynamics S Karbach arXiv preprint arXiv:2409.13070, 2024 | | 2024 |
Multivariate continuous-time autoregressive moving-average processes on cones F Espen Benth, S Karbach arXiv e-prints, arXiv: 2206.08782, 2022 | | 2022 |