Author/Creator: Stelzer, Robert - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Stelzer, Robert

1. A BSDE arising in an exponential utility maximization problem in a pure jump market model. Issue 1 (2nd January 2017)

Authors:: Mereu, Carla; Stelzer, Robert
Journal:: Stochastics
Issue:: Volume 89:Issue 1(2017)
Page Start:: 240
Record Type:: Journal Article
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2. Geometric ergodicity of the multivariate COGARCH(1, 1) process. Issue 7 (3rd October 2021)

Authors:: Stelzer, Robert; Vestweber, Johanna
Journal:: Stochastics
Issue:: Volume 93:Issue 7(2021)
Page Start:: 959
Record Type:: Journal Article
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3. Inheritance of strong mixing and weak dependence under renewal sampling. (14th June 2023)

Authors:: Brandes, Dirk-Philip; Curato, Imma Valentina; Stelzer, Robert
Journal:: Journal of applied probability
Issue:: Volume 60:Number 2(2023)
Page Start:: 435
Record Type:: Journal Article
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4. Moment‐based estimation for the multivariate COGARCH(1, 1) process. (27th May 2021)

Authors:: do Rêgo Sousa, Thiago; Stelzer, Robert
Journal:: Scandinavian journal of statistics
Issue:: Volume 49:Number 2(2022)
Page Start:: 681
Record Type:: Journal Article
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5. The fascination of probability, statistics and their applications : in honour of Ole E. Barndorff-Nielsen /: in honour of Ole E. Barndorff-Nielsen. ([2015])

Editors:: Podolskij, Mark; Stelzer, Robert; Thorbjørnsen, Steen; Veraart, Almut E. D
Other Names:: Barndorff-Nielsen, O. E (Ole E.) honouree.
Record Type:: Book
Extent:: 1 online resource (xviii, 527 pages), illustrations
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6. THE MULTIVARIATE supOU STOCHASTIC VOLATILITY MODEL. (6th July 2011)

Authors:: Barndorff‐Nielsen, Ole Eiler; Stelzer, Robert
Journal:: Mathematical finance
Issue:: Volume 23:Number 2(2013:Apr.)
Page Start:: 275
Record Type:: Journal Article
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