E-LIB Suche - Ergebnisse für: Kamm, Kevin

1

On the impact of feeding cost risk in aquaculture valuation..:

Ewald, Christian Oliver ; Kamm, Kevin
Quantitative Finance. , 2024

2

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

Kamm, Kevin ; Pagliarani, Stefano ; Pascucci, Andrea
Mathematics and Computers in Simulation. 207 (2023) - p. 189-208 , 2023

Link: https://doi.org/10.1016/..

3

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

Di Francesco, Marco ; Kamm, Kevin
International Journal of Financial Studies. 10 (2022) 2 - p. 38 , 2022

Link: https://doi.org/10.3390/..

4

How to handle negative interest rates in a CIR framework:

Di Francesco, Marco ; Kamm, Kevin
SeMA Journal. 79 (2021) 4 - p. 593-618 , 2021

Link: https://doi.org/10.1007/..

5

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

Kamm, Kevin ; Pagliarani, Stefano ; Pascucci, Andrea
Journal of Scientific Computing. 89 (2021) 3 - p. , 2021

Link: https://doi.org/10.1007/..

6

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..

7

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..

8

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..

9

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..

10

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..

11

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..

12

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

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

Link: http://arxiv.org/abs/220..

13

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..

14

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..

15

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..