pith. sign in

Henry Schellhorn

Identifiers

  • name variant Henry Schellhorn 0.60 · backfill

Papers (8)

  1. A String Model of Liquidity in Financial Markets q-fin.MF · 2016 · author #2
  2. A New Algorithm to Simulate the First Exit Times of a Vector of Brownian Motions, with an Application to Finance math.PR · 2016 · author #3
  3. Estimation of the Pointwise H\"older Exponent of Hidden Multifractional Brownian Motion Using Wavelet Coefficients math.PR · 2015 · author #3
  4. Fractional Hida Malliavin Derivatives and Series Representations of Fractional Conditional Expectations math.PR · 2014 · author #3
  5. A Representation Theorem for Smooth Brownian Martingales - New Example math.PR · 2014 · author #3
  6. A Bond Option Pricing Formula in the Extended CIR Model, with an Application to Stochastic Volatility math.PR · 2013 · author #3
  7. A No-Arbitrage Model of Liquidity in Financial Markets involving Brownian Sheets q-fin.CP · 2012 · author #2
  8. A Representation Theorem for Smooth Brownian Martingales math.PR · 2012 · author #1

Mentions

  • 1406.1538 #3 · backfill · confidence 0.70 Henry Schellhorn
  • 1401.5502 #3 · backfill · confidence 0.70 Henry Schellhorn
  • 1312.3661 #3 · backfill · confidence 0.70 Henry Schellhorn
  • 1206.4804 #2 · backfill · confidence 0.70 Henry Schellhorn
  • 1205.0295 #1 · backfill · confidence 0.70 Henry Schellhorn

Frequent Coauthors