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Kamm, Kevin
19  Ergebnisse:
OpenAccess-Volltexte X
Personensuche X
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1

On the Impact of Feeding Cost Risk in Aquaculture Valuation..:

Ewald, Christian Oliver ; Kamm, Kevin
http://arxiv.org/abs/2309.02970.  , 2023
Link: http://arxiv.org/abs/230..
 
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2

Numerical solution of kinetic SPDEs via stochastic Magnus e..:

Kamm, Kevin ; Pagliarani, Stefano ; Pascucci, Andrea
Mathematics and Computers in Simulation, 0378-4754, 2023, 207, s. 189-208.  , 2023
Link: http://urn.kb.se/resolve..
 
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3

A Unified Model for XVA, including Interest Rates and Ratin:

Kamm, Kevin
http://amsdottorato.unibo.it/10543/1/Thesis_Kamm.pdf.  , 2023
Link: http://amsdottorato.unib..
 
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4

Numerical solution of kinetic SPDEs via stochastic Magnus e..:

Kamm, Kevin ; Pagliarani, Stefano ; Pascucci, Andrea
http://arxiv.org/abs/2207.09776.  , 2022
Link: http://arxiv.org/abs/220..
 
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5

CDO calibration via Magnus Expansion and Deep Learning:

Di Francesco, Marco ; Kamm, Kevin
http://arxiv.org/abs/2212.12318.  , 2022
Link: http://arxiv.org/abs/221..
 
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6

On the Deterministic-Shift Extended CIR Model in a Negative..:

Di Francesco, Marco ; Kamm, Kevin
, 2022, 10:2, s. 38-38.  , 2022
Link: http://urn.kb.se/resolve..
 
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7

An introduction to rating triggers for collateral-inclusive..:

Kamm, Kevin
http://arxiv.org/abs/2207.03883.  , 2022
Link: http://arxiv.org/abs/220..
 
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8

On the deterministic-shift extended CIR model in a negative..:

Di Francesco, Marco ; Kamm, Kevin
http://arxiv.org/abs/2203.07458.  , 2022
Link: http://arxiv.org/abs/220..
 
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9

A novel approach to rating transition modelling via Machine..:

Kamm, Kevin ; Muniz, Michelle
http://arxiv.org/abs/2205.15699.  , 2022
Link: http://arxiv.org/abs/220..
 
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10

Rating Triggers for Collateral-Inclusive XVA via Machine Le..:

Kamm, Kevin ; Muniz, Michelle
http://arxiv.org/abs/2211.00326.  , 2022
Link: http://arxiv.org/abs/221..
 
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11

How to handle negative interest rates in a CIR framework:

Di Francesco, Marco ; Kamm, Kevin
, 2021, 79:4, s. 593-618.  , 2021
Link: http://urn.kb.se/resolve..
 
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12

How to handle negative interest rates in a CIR framework:

Di Francesco, Marco ; Kamm, Kevin
http://arxiv.org/abs/2106.03716.  , 2021
Link: http://arxiv.org/abs/210..
 
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13

On the Stochastic Magnus Expansion and Its Application to S..:

Kamm, Kevin ; Pagliarani, Stefano ; Pascucci, Andrea
info:eu-repo/semantics/altIdentifier/wos/WOS:000708484700002.  , 2021
Link: http://hdl.handle.net/11..
 
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14

On the Stochastic Magnus Expansion and Its Application to S..:

Kamm, Kevin ; Pagliarani, Stefano ; Pascucci, Andrea
Journal of Scientific Computing, 0885-7474, 2021, 89:3,.  , 2021
Link: http://urn.kb.se/resolve..
 
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15

On the stochastic Magnus expansion and its application to S..:

Kamm, Kevin ; Pagliarani, Stefano ; Pascucci, Andrea
http://arxiv.org/abs/2001.01098.  , 2020
Link: http://arxiv.org/abs/200..
 
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