pith. sign in

Oliver Pfaffel

Identifiers

  • name variant Oliver Pfaffel 0.60 · backfill

Papers (8)

  1. On the spectral norm of large heavy-tailed random matrices with strongly dependent rows and columns math.PR · 2012 · author #1
  2. Eigenvalues of sample covariance matrices of non-linear processes with infinite variance math.PR · 2012 · author #2
  3. Limiting spectral distribution of a new random matrix model with dependence across rows and columns math.PR · 2012 · author #1
  4. Eigenvalue distribution of large sample covariance matrices of linear processes math.PR · 2012 · author #1
  5. Wishart Processes math.PR · 2012 · author #1
  6. Limit Theory for the largest eigenvalues of sample covariance matrices with heavy-tails math.PR · 2011 · author #2
  7. Option Pricing in Multivariate Stochastic Volatility Models of OU Type q-fin.PR · 2010 · author #2
  8. On strong solutions for positive definite jump-diffusions math.PR · 2009 · author #2

Mentions

  • 1211.7221 #1 · backfill · confidence 0.70 Oliver Pfaffel
  • 1211.5902 #2 · backfill · confidence 0.70 Oliver Pfaffel
  • 1201.4134 #1 · backfill · confidence 0.70 Oliver Pfaffel
  • 1201.3828 #1 · backfill · confidence 0.70 Oliver Pfaffel
  • 1201.3256 #1 · backfill · confidence 0.70 Oliver Pfaffel
  • 1108.5464 #2 · backfill · confidence 0.70 Oliver Pfaffel
  • 1001.3223 #2 · backfill · confidence 0.70 Oliver Pfaffel
  • 0910.1784 #2 · backfill · confidence 0.70 Oliver Pfaffel

Frequent Coauthors