Boris Buchmann

Identifiers

• name variant Boris Buchmann 0.60 · backfill

Papers (10)

1. Calibration for Weak Variance-Alpha-Gamma Processes stat.ME · 2018 · author #1
2. Selfdecomposability of Weak Variance Generalised Gamma Convolutions math.PR · 2017 · author #1
3. Functional Laws for Trimmed Levy Processes math.PR · 2016 · author #1
4. Weak Subordination of Multivariate L\'evy Processes and Variance Generalised Gamma Convolutions math.PR · 2016 · author #1
5. Processes of rth Largest math.PR · 2016 · author #1
6. Multivariate Subordination using Generalised Gamma Convolutions with Applications to V.G. Processes and Option Pricing q-fin.MF · 2015 · author #1
7. Distributional representations and dominance of a L\'{e}vy process over its maximal jump processes math.PR · 2014 · author #1
8. Limit experiments of GARCH math.ST · 2012 · author #1
9. Integrated functionals of normal and fractional processes math.PR · 2009 · author #1
10. Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence math.ST · 2007 · author #1

Mentions

• 1502.03901 #1 · backfill · confidence 0.70 Boris Buchmann
• 1409.4050 #1 · backfill · confidence 0.70 Boris Buchmann
• 1203.0186 #1 · backfill · confidence 0.70 Boris Buchmann
• 0902.4784 #1 · backfill · confidence 0.70 Boris Buchmann
• 0711.3589 #1 · backfill · confidence 0.70 Boris Buchmann

Frequent Coauthors

• Dilip B. Madan 3 shared papers
• Kevin W. Lu 2 shared papers
• Ngai Hang Chan 2 shared papers
• Ross A. Maller 2 shared papers
• Ross Maller 2 shared papers
• Alexander Szimayer 1 shared papers
• Benjamin Kaehler 1 shared papers
• Gernot M\"uller 1 shared papers
• Kevin Lu 1 shared papers
• Sidney Resnick 1 shared papers
• Yuguang Fan 1 shared papers
• Yuguang F. Ipsen 1 shared papers