Eberhard Mayerhofer

1. Affine processes on symmetric cones
   2011/12/06 by Christa Cuchiero, Cuchiero, Christa, Martin Keller‐Ressel +6 · 1 citation
   Mathematics · #15B48 #60J25 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Point processes and geometric inequalities #Probability (math.PR) #Random Matrices and Applications #math.PR #msc:15B48 #msc:60J25
2. Affine Processes
   2014/09/05 by Eberhard Mayerhofer, Mayerhofer, Eberhard · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Analysis of PDEs (math.AP) #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probabilistic and Robust Engineering Design #Probability (math.PR) #math.AP #math.PR #q-fin.MF
3. Affine processes on positive semidefinite matrices
   2009/10/31 by Christa Cuchiero, Damir Filipović, Eberhard Mayerhofer +1 · 2 citations
   Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Credit Risk and Financial Regulations #Risk and Portfolio Optimization #Stochastic processes and financial applications #math.PR #q-fin.CP
4. Density approximations for multivariate affine jump-diffusion processes
   2013/03/21 by Damir Filipović, Eberhard Mayerhofer, Paul Schneider · 1 citation
   Economics, Econometrics and Finance · Mathematics · #Credit Risk and Financial Regulations #Statistical Methods and Inference #Stochastic processes and financial applications