Henry Schellhorn
Identifiers
- name variant Henry Schellhorn 0.60 · backfill
Papers (8)
- A String Model of Liquidity in Financial Markets q-fin.MF · 2016 · author #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
- Estimation of the Pointwise H\"older Exponent of Hidden Multifractional Brownian Motion Using Wavelet Coefficients math.PR · 2015 · author #3
- Fractional Hida Malliavin Derivatives and Series Representations of Fractional Conditional Expectations math.PR · 2014 · author #3
- A Representation Theorem for Smooth Brownian Martingales - New Example math.PR · 2014 · author #3
- A Bond Option Pricing Formula in the Extended CIR Model, with an Application to Stochastic Volatility math.PR · 2013 · author #3
- A No-Arbitrage Model of Liquidity in Financial Markets involving Brownian Sheets q-fin.CP · 2012 · author #2
- A Representation Theorem for Smooth Brownian Martingales math.PR · 2012 · author #1
Mentions
Frequent Coauthors
- Qidi Peng 5 shared papers
- Sixian Jin 3 shared papers
- Chiu-Yen Kao 1 shared papers
- David German 1 shared papers
- Lu Zhu 1 shared papers
- Ran Zhao 1 shared papers
- Sergey Lototsky 1 shared papers
- Zheng Liu 1 shared papers