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C.2327.0099

Funded outputs count: 4
Funder award ID: C.2327.0099
OpenAlex ID: G8834412897
Stationary covariance regime for affine stochastic covariance models in Hilbert spaces
2024 · Martin Friesen, Sven Karbach · Finance and Stochastics · 5
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Multivariate continuous-time autoregressive moving-average processes on cones
2023 · Fred Espen Benth, Sven Karbach · Stochastic Processes and their Applications · 3
PDF
Affine pure-jump processes on positive Hilbert–Schmidt operators
2022 · Sonja Cox, Sven Karbach, et al. · Stochastic Processes and their Applications · 15
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An infinite‐dimensional affine stochastic volatility model
2022 · Sonja Cox, Sven Karbach, et al. · Mathematical Finance · 14
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