Affine Volterra processes and models for rough volatility
Spring Colloquium on Probability and Finance | Spring Colloquium on Probability and Finance
PhDs – ETH Risk Center | ETH Zurich
Serie 2
Peter Jossen and Martin Larsson: inaugural lectures – Department of Mathematics | ETH Zurich
Colormap of the off-diagonal values of the transition rate matrix L... | Download Scientific Diagram
Levie Bringmans - Asset Management Model Validation Quantitative Analyst - UBS | LinkedIn
PDF) Notes on the Stochastic Exponential and Logarithm
Martin Asperholm | Staff Portal
Kim Cramer Larsson takes a technical look at Bitcoin and Ethereum| FXMAG.COM
Polynomial Preserving Jump-Diffusions on the Unit Interval
2014 – Department of Mathematics | ETH Zurich
The space of outcomes of semi-static trading strategies need not be closed | Request PDF
Machine Learning in Finance via Randomization - Informatik Austria
Viktor Larsson's research works | ETH Zurich, Zürich (ETH Zürich) and other places
ETH Risk Day 2015: Mini-Conference on risk management in finance and insurance – Department of Mathematics | ETH Zurich
Martin OSWALD | ETH Zurich, Zürich | ETH Zürich | Department of Computer Science | Research profile
Peter Jossen and Martin Larsson: inaugural lectures – Department of Mathematics | ETH Zurich
Electron. J. Probab. 23 (2018), no. 29, https://doi.org/10.1214/18-EJP156
Doctoral exam of Sara Svaluto-Ferro – Department of Mathematics | ETH Zurich
Doctoral exam of Xi Kleisinger-Yu – Department of Mathematics | ETH Zurich
Swiss Finance Institute Research Paper Series N°17-16
Josef TEICHMANN | Professor (Full) | Phd from Vienna University | ETH Zurich, Zürich | ETH Zürich | Department of Mathematics | Research profile
Peter Jossen and Martin Larsson: newly appointed assistant professors – Department of Mathematics | ETH Zurich
