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Sven Karbach
Sven Karbach
University of Amsterdam
Bestätigte E-Mail-Adresse bei karbach.org - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Affine pure-jump processes on positive Hilbert–Schmidt operators
S Cox, S Karbach, A Khedher
Stochastic Processes and their Applications 151, 191-229, 2022
192022
An infinite‐dimensional affine stochastic volatility model
S Cox, S Karbach, A Khedher
Mathematical Finance 32 (3), 878-906, 2022
162022
Stationary covariance regime for affine stochastic covariance models in Hilbert spaces
M Friesen, S Karbach
Finance and Stochastics, 1-40, 2024
62024
Multivariate continuous-time autoregressive moving-average processes on cones
FE Benth, S Karbach
Stochastic Processes and their Applications 162, 299-337, 2023
32023
Stochastic covariance models in Hilbert spaces with jumps
S Karbach
32022
Finite-rank approximation of affine processes on positive Hilbert-Schmidt operators
S Karbach
arXiv preprint arXiv:2301.06992, 2023
22023
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
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