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mediaTUM GesamtbestandEinrichtungenFakultätenFakultät für MathematikZentrum MathematikM13 Lehrstuhl für Finanzmathematik (Prof. Zagst)Journal PapersSchulz, T.

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Scherer, M.; Schulz, T.
Extremal dependence for bilateral credit valuation adjustments
International Journal of Theoretical and Applied Finance (IJTAF)
2016
19
7

Bannör, K. F.; Schulz, T.
A general Ornstein-Uhlenbeck stochastic volatility model with Lévy jumps
International Journal of Theoretical and Applied Finance
2016
19
8
-

Mai, J.-F.; Scherer, M.; Schulz, T.
Sequential modeling of dependent jump processes
Wilmott Magazine
2014
2014
70
54-63

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