Daniel Hackmann

Identifiers

• name variant Daniel Hackmann 0.60 · backfill

Papers (6)

1. Wiener-Hopf Factorization for the Normal Inverse Gaussian Process math.PR · 2019 · author #1
2. Analytic techniques for option pricing under a hyperexponential L\'{e}vy model q-fin.MF · 2017 · author #1
3. Karhunen-Loeve expansions of Levy processes math.PR · 2016 · author #1
4. Approximating L\'{e}vy processes with completely monotone jumps math.PR · 2014 · author #1
5. Asian options and meromorphic Levy processes math.PR · 2013 · author #1
6. A note on the series representation for the density of the supremum of a stable process math.PR · 2013 · author #1

Mentions

• 1404.0597 #1 · backfill · confidence 0.70 Daniel Hackmann
• 1305.0725 #1 · backfill · confidence 0.70 Daniel Hackmann
• 1305.0722 #1 · backfill · confidence 0.70 Daniel Hackmann

Frequent Coauthors

• Alexey Kuznetsov 3 shared papers