David Stefanovits

Identifiers

• name variant David Stefanovits 0.60 · backfill

Papers (3)

1. Consistent Re-Calibration of the Discrete-Time Multifactor Vasi\v{c}ek Model q-fin.MF · 2015 · author #2
2. Affine representations of fractional processes with applications in mathematical finance q-fin.MF · 2015 · author #2
3. Consistent Recalibration of Yield Curve Models q-fin.MF · 2015 · author #2

Mentions

• 1502.02926 #2 · backfill · confidence 0.70 David Stefanovits

Frequent Coauthors

• Philipp Harms 3 shared papers
• Josef Teichmann 2 shared papers
• Mario V. W\"uthrich 1 shared papers
• Mario W\"uthrich 1 shared papers