| On strong solutions for positive definite jump diffusions E Mayerhofer, O Pfaffel, R Stelzer Stochastic processes and their applications 121 (9), 2072-2086, 2011 | 85 | 2011 |
| Option pricing in multivariate stochastic volatility models of OU type J Muhle-Karbe, O Pfaffel, R Stelzer SIAM Journal on Financial Mathematics 3 (1), 66-94, 2012 | 78 | 2012 |
| Eigenvalue distribution of large sample covariance matrices of linear processes O Pfaffel, E Schlemm Probability and Mathematical Statistics 31 (2), 313–329, 2011 | 43 | 2011 |
| Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails RA Davis, O Pfaffel, R Stelzer Stochastic Processes and their Applications 124 (1), 18-50, 2014 | 34 | 2014 |
| Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series RA Davis, T Mikosch, O Pfaffel Stochastic Processes and their Applications 126 (3), 767-799, 2016 | 26 | 2016 |
| Limiting spectral distribution of a new random matrix model with dependence across rows and columns O Pfaffel, E Schlemm Linear algebra and its applications 436 (9), 2966-2979, 2012 | 19 | 2012 |
| Wishart processes O Pfaffel arXiv preprint arXiv:1201.3256, 2012 | 19 | 2012 |
| ClustImpute: An R package for K-means clustering with build-in missing data imputation O Pfaffel | 4 | 2020 |
| Eigenvalues of large random matrices with dependent entries and strong solutions of sdes O Pfaffel Technische Universität München, 2012 | 1 | 2012 |
| Quantifying Life Insurance Risk using Least-Squares Monte Carlo C Baumgart, J Krebs, R Lempertseder, O Pfaffel arXiv preprint arXiv:1910.03951, 2019 | | 2019 |
| Discussion on “Experience rating in the classic Markov chain life insurance setting: an empirical Bayes and multivariate frailty approach”(Furrer) O Pfaffel European Actuarial Journal 9 (1), 59-61, 2019 | | 2019 |
| Big n, Big p: Eigenvalues for Cov Matrices of Heavy-Tailed Multivariate Time Series RA Davis, T Mikosch, O Pfaffel, M Re Workshop on Quantitative Methods in Finance and Insurance, 2014 | | 2014 |
| Self-normalized Extreme Eigenvalues of Large Dimensional Covariance Matrices of Heavy-Tailed Multivariate Time Series RA Davis, T Mikosch, O Pfaffel, M Re, SN Asymptotics | | 2014 |
| On the spectral norm of large heavy-tailed random matrices with strongly dependent rows and columns O Pfaffel arXiv preprint arXiv:1211.7221, 2012 | | 2012 |
| Eigenvalues of sample covariance matrices of non-linear processes with infinite variance RA Davis, O Pfaffel arXiv preprint arXiv:1211.5902, 2012 | | 2012 |
| Option Pricing in Multivariate Stochastic Volatility Models of OU Type O Pfaffel | | 2009 |
| Differential Evolution Markov Chain Algorithm O Pfaffel | | 2008 |
Robert StelzerInstitute of Mathematical Finance, Ulm UniversityVerified email at uni-ulm.de
