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Sven Karbach
Sven Karbach
University of Amsterdam
Verified email at karbach.org - Homepage
Title
Cited by
Cited by
Year
Affine pure-jump processes on positive Hilbert–Schmidt operators
S Cox, S Karbach, A Khedher
Stochastic Processes and their Applications 151, 191-229, 2022
142022
An infinite‐dimensional affine stochastic volatility model
S Cox, S Karbach, A Khedher
Mathematical Finance 32 (3), 878-906, 2022
122022
Stationary covariance regime for affine stochastic covariance models in Hilbert spaces
M Friesen, S Karbach
arXiv preprint arXiv:2203.14750, 2022
42022
Multivariate continuous-time autoregressive moving-average processes on cones
FE Benth, S Karbach
Stochastic Processes and their Applications 162, 299-337, 2023
12023
Finite-rank approximation of affine processes on positive Hilbert-Schmidt operators
S Karbach
arXiv preprint arXiv:2301.06992, 2023
12023
Stochastic covariance models in Hilbert spaces with jumps
S Karbach
12022
Multivariate continuous-time autoregressive moving-average processes on cones
F Espen Benth, S Karbach
arXiv e-prints, arXiv: 2206.08782, 2022
2022
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