Sven Karbach
- Stationary Covariance Regime for Affine Stochastic Covariance Models in Hilbert Spaces
2022/03/28 by Martin Friesen, Friesen, Martin, Sven Karbach +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
- Pricing and Semi-static Hedging of Green Pay-as-produced Power Purchase Agreements
2026/07/30 by Konstantinos Chatziandreou, Sven Karbach
Economics, Econometrics and Finance · #q-fin.MF #q-fin.RM