Search results
Results: 7
Number of items: 7
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Chatziandreou, K., & Karbach, S. (2026). Optimal execution in intraday energy markets under Hawkes processes with transient impact. Quantitative Finance, 26(2), 185-211. https://doi.org/10.1080/14697688.2025.2597415
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Karbach, S. (2026). Finite-rank approximation of affine processes on positive Hilbert-Schmidt operators. Journal of Mathematical Analysis and Applications, 553(2), Article 129852. https://doi.org/10.1016/j.jmaa.2025.129852 -
Friesen, M., & Karbach, S. (2024). Stationary covariance regime for affine stochastic covariance models in Hilbert spaces. Finance and Stochastics, 28(4), 1077-1116. https://doi.org/10.1007/s00780-024-00543-3
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Benth, F. E., & Karbach, S. (2023). Multivariate continuous-time autoregressive moving-average processes on cones. Stochastic Processes and their Applications, 162, 299-337. https://doi.org/10.1016/j.spa.2023.05.003
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Cox, S., Karbach, S., & Khedher, A. (2022). An infinite-dimensional affine stochastic volatility model. Mathematical Finance, 32(3), 878-906. https://doi.org/10.1111/mafi.12347
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Cox, S., Karbach, S., & Khedher, A. (2022). Affine pure-jump processes on positive Hilbert–Schmidt operators. Stochastic Processes and their Applications, 151, 191-229. https://doi.org/10.1016/j.spa.2022.05.008
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