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Kamm, Kevin
34
results:
Search for persons
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Online (34)
Mediatypes
Articles (Online) (14)
Bookchapter (Online) (1)
OpenAccess-fulltext (19)
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?
1
On the impact of feeding cost risk in aquaculture valuation..:
Ewald, Christian Oliver
;
Kamm, Kevin
Quantitative Finance. , 2024
Link:
https://doi.org/10.1080/..
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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. 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
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/..
?
5
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/..
?
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..
1-15