Martin Keller-Ressel

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Josef TeichmannETH ZurichVerified email at math.ethz.ch
Christa CuchieroUNIVERSITÄT WIENVerified email at UNIVIE.AC.AT
Eberhard MayerhoferUniversity of LimerickVerified email at ul.ie
Rene SchillingProfessor of Probability, TU Dresden, GermanyVerified email at tu-dresden.de
Professor Aleksandar MijatovicDepartment of Statistics, The University of WarwickVerified email at warwick.ac.uk
Walter SchachermayerFakultät für Mathematik, Universität WienVerified email at univie.ac.at
Björn BöttcherInsitute for Mathematical Stochastics, Technical University DresdenVerified email at tu-dresden.de
Antonis PapapantoleonTU DelftVerified email at tudelft.nl
Antoine JacquierImperial College LondonVerified email at imperial.ac.uk
Pascal MettesAssistant Professor, University of AmsterdamVerified email at uva.nl
Mina Ghadimi AtighPh. D. Student, University of AmsterdamVerified email at uva.nl
Sergio PulidoAssistant Professor at the ENSIIE / LaMME EvryVerified email at ensiie.fr
Jim GatheralProfessor of Mathematics, Baruch College, CUNYVerified email at baruch.cuny.edu
Peter K. FrizProfessor of Mathematics, TU and WIAS BerlinVerified email at math.tu-berlin.de
Marvin S. MuellerMillenniumVerified email at mlp.com
Johannes Muhle-KarbeChair in Mathematical Finance, Imperial College LondonVerified email at imperial.ac.uk
Thorsten SchmidtProfessur für Finanzmathematik, TU ChemnitzVerified email at mathematik.tu-chemnitz.de
Paolo Di TellaTU DresdenVerified email at tu-dresden.de
Carlo SgarraUniversità di Bari "Aldo Moro"

Martin Keller-Ressel

TU Dresden

Verified email at tu-dresden.de - Homepage

Financial Mathematics Affine Processes Volatility Modeling Financial Networks Hyperbolic Geometry


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Polynomial processes and their applications to mathematical finance C Cuchiero, M Keller-Ressel, J Teichmann Finance and Stochastics 16, 711-740, 2012	170	2012
Moment explosions and long‐term behavior of affine stochastic volatility models M Keller‐Ressel Mathematical Finance: An International Journal of Mathematics, Statistics …, 2011	169	2011
Affine processes are regular M Keller-Ressel, W Schachermayer, J Teichmann Probability Theory and Related Fields 151 (3), 591-611, 2011	100	2011
Exponential moments of affine processes M Keller-Ressel, E Mayerhofer	95	2015
Affine forward variance models J Gatheral, M Keller-Ressel Finance and Stochastics 23, 501-533, 2019	90	2019
Affine processes: theory and applications in finance M Keller-Ressel Technische Universität Wien, 2008	70	2008
Yield curve shapes and the asymptotic short rate distribution in affine one-factor models M Keller-Ressel, T Steiner Finance and Stochastics 12 (2), 149-172, 2008	65	2008
The affine LIBOR models M Keller‐Ressel, A Papapantoleon, J Teichmann Mathematical Finance: An International Journal of Mathematics, Statistics …, 2013	64	2013
On the limit distributions of continuous-state branching processes with immigration M Keller-Ressel, A Mijatović Stochastic Processes and their Applications 122 (6), 2329-2345, 2012	55	2012
Large deviations and stochastic volatility with jumps: asymptotic implied volatility for affine models A Jacquier, M Keller-Ressel, A Mijatović Stochastics An International Journal of Probability and Stochastic Processes …, 2013	47*	2013
Regularity of affine processes on general state spaces M Keller-Ressel, W Schachermayer, J Teichmann	44	2013
Hyperbolic busemann learning with ideal prototypes M Ghadimi Atigh, M Keller-Ressel, P Mettes Advances in neural information processing systems 34, 103-115, 2021	42	2021
Distance multivariance: New dependence measures for random vectors B Böttcher, M Keller-Ressel, RL Schilling	42	2019
Hydra: a method for strain-minimizing hyperbolic embedding of network-and distance-based data M Keller-Ressel, S Nargang Journal of Complex Networks 8 (1), cnaa002, 2020	39	2020
Hyperbolic deep learning in computer vision: A survey P Mettes, M Ghadimi Atigh, M Keller-Ressel, J Gu, S Yeung International Journal of Computer Vision 132 (9), 3484-3508, 2024	38	2024
Affine processes on symmetric cones C Cuchiero, M Keller-Ressel, E Mayerhofer, J Teichmann Journal of theoretical probability 29, 359-422, 2016	38	2016
Asymptotic and exact pricing of options on variance M Keller-Ressel, J Muhle-Karbe Finance and Stochastics 17, 107-133, 2013	36	2013
Geometric Asian option pricing in general affine stochastic volatility models with jumps F Hubalek, M Keller-Ressel, C Sgarra Quantitative Finance 17 (6), 873-888, 2017	32	2017
Moment explosions in stochastic volatility models P Friz, M Keller-Ressel Encyclopedia of quantitative finance, 1247-1253, 2010	31	2010
A Stefan-type stochastic moving boundary problem M Keller-Ressel, MS Müller Stochastics and Partial Differential Equations: Analysis and Computations 4 …, 2016	25	2016

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