Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Thomas Domenig"'
Publikováno v:
Financial Innovation, Vol 9, Iss 1, Pp 1-25 (2023)
Abstract Online banking fraud occurs whenever a criminal can seize accounts and transfer funds from an individual’s online bank account. Successfully preventing this requires the detection of as many fraudsters as possible, without producing too ma
Externí odkaz:
https://doaj.org/article/100ef0e2d53f43c68f522a3a3bc96377
Autor:
Hoskuldur Ari Hauksson, Thomas Domenig, Gennady Samorodnitsky, Ulrich A. Müller, Michel M. Dacorogna
Publikováno v:
Quantitative Finance. 1:79-95
We briefly introduce some basic facts about multivariate extreme value theory and present some new results regarding finite aggregates and multivariate extreme value distributions. Based on our results high frequency data can considerably improve qua
Autor:
Thomas Domenig
Publikováno v:
Studies on Composition Operators. :27-41
Autor:
Thomas Domenig, Paolo Vanini
Publikováno v:
SSRN Electronic Journal.
We recall some fundamentals on Levy processes. Then the Gamma distribution, the Variance Gamma process and option pricing for this process are considered in detail. To implement the Variance Gamma model for option pricing, we use the fast Fourier tra
In this paper we show that, for analytic composition operators between weighted Bergman spaces (including Hardy spaces) and as far as boundedness, compactness, order boundedness and certain summing properties of the adjoint are concerned, it is possi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7e758e680f24520c6a7b1263001af9b6
https://doi.org/10.5167/uzh-154952
https://doi.org/10.5167/uzh-154952
Autor:
Thomas Domenig, Masao Nagasawa
Publikováno v:
Itô’s Stochastic Calculus and Probability Theory ISBN: 9784431685340
To discuss time reversal of (Schrodinger’s) diffusion processes, which are in general time-inhomogeneous, they must be defined on a closed time interval [a, b], −∞ < a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cbe40b605fabbd77e7c82a5310a73588
https://doi.org/10.1007/978-4-431-68532-6_17
https://doi.org/10.1007/978-4-431-68532-6_17
Autor:
Thomas Domenig, Masao Nagasawa
Publikováno v:
Proc. Japan Acad. Ser. A Math. Sci. 70, no. 4 (1994), 88-93
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f3bec73038a1c3dfbee154a27a6015ea
http://projecteuclid.org/euclid.pja/1195511081
http://projecteuclid.org/euclid.pja/1195511081
Autor:
Thomas Domenig
Publikováno v:
Journal of Mathematical Analysis and Applications. (1):327-349
With each composition operator Cϕf=f∘ϕ acting between classical Bergman spaces Ap and Aq, 1≤p, qmax(2/q−2/p,0) and κ∈R there exists a composition operator Cϕ: Ap→Aq whose associated sequence is (equivalent to) k−λ(logk)κ, k≥2. Thi