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Publications by Martin Keller-Ressel
Correction To: Yield Curve Shapes and the Asymptotic Short Rate Distribution in Affine One-Factor Models
Finance and Stochastics
Uncertainty
Statistics
Finance
Probability
Detecting Independence of Random Vectors: Generalized Distance Covariance and Gaussian Covariance
Modern Stochastics: Theory and Applications
Modeling
Statistics
Uncertainty
Probability
Simulation
Related publications
Analysis of Multi-Factor Affine Yield Curve Models
SSRN Electronic Journal
Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models
SSRN Electronic Journal
A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration
SSRN Electronic Journal
A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources and Generalized Duration
Recession Signals: The Yield Curve vs. Unemployment Rate Troughs
The Affine Curve-Lengthening Flow
Journal für die Reine und Angewandte Mathematik
Mathematics
Applied Mathematics
On the Distribution of the Fp-Points on an Affine Curve in R Dimensions
Acta Arithmetica
Number Theory
Algebra
Grid Peeling and the Affine Curve-Shortening Flow
Validation of Braided-Stream Models: Spatial State-Space Plots, Self-Affine Scaling, and Island Shapes
Water Resources Research
Water Science
Technology
