Karbach, Sven

1. Affine pure-jump processes on positive Hilbert-Schmidt operators
   2020/12/18 by Cox, Sonja, Karbach, Sven, Khedher, Asma · 2 citations
   #60-XX #60J25 #60J76 #FOS: Mathematics #Probability (math.PR)
2. Stationary Covariance Regime for Affine Stochastic Covariance Models in Hilbert Spaces
   2022/03/28 by Martin Friesen, Sven Karbach, Friesen, Martin +1 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #37A25 #60G10 #60J25 #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and financial applications
3. An infinite-dimensional affine stochastic volatility model
   2021/08/05 by Cox, Sonja, Karbach, Sven, Khedher, Asma · 1 citation
   #FOS: Mathematics #Probability (math.PR)