Zobrazeno 1 - 10
of 20
pro vyhledávání: '"Aichinger, Florian"'
Autor:
Aichinger, Florian, Desmettre, Sascha
Geometric Asian options are a type of options where the payoff depends on the geometric mean of the underlying asset over a certain period of time. This paper is concerned with the pricing of such options for the class of Volterra-Heston models, cove
Externí odkaz:
http://arxiv.org/abs/2402.15828
Due to major shifts in European energy supply, a structural change can be observed in Austrian electricity spot price data starting from the second quarter of the year 2021 onward. In this work we study the performance of two different factor models
Externí odkaz:
http://arxiv.org/abs/2306.07731
Publikováno v:
In Journal of Commodity Markets December 2024 36
Autor:
Aichinger, Florian, Desmettre, Sascha
This paper is concerned with portfolio selection for an investor with power utility in multi-asset financial markets in a rough stochastic environment. We investigate Merton's portfolio problem for different multivariate Volterra models, covering the
Externí odkaz:
http://arxiv.org/abs/2111.02191
Autor:
Aichinger, Erhard, Aichinger, Florian
Publikováno v:
Expositiones Mathematicae 38 (2020), 537-547
We provide proofs for the fact that certain orders have no descending chains and no antichains.
Comment: Survey paper
Comment: Survey paper
Externí odkaz:
http://arxiv.org/abs/1812.03024
Akademický článek
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Increased insecurities on the energy markets have caused massive fluctuations of the electricity spot price within the past two years. In this work, we investigate the fit of a classical 3-factor model with a Gaussian base signal as well as one posit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d72333ec59da0fad977f47cdc71ede7d
Autor:
STÜCKRAD, PETER, AICHINGER, FLORIAN
Publikováno v:
Quintessenz der Zahntechnik; Oct2022, Vol. 48 Issue 10, p1052-1059, 8p
Autor:
Aichinger, Florian
In this thesis we investigate what is the probability that a randomly chosen finite algebra has a certain property. To this end we use concepts from universal algebra as well as combinatorics and probability theory. We give an overview about what was
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3361::694f799bb8378a4dcb766addb456e799