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Eberhard Mayerhofer
Eberhard Mayerhofer
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Title
Cited by
Cited by
Year
Affine processes on positive semidefinite matrices
C Cuchiero, D Filipović, E Mayerhofer, J Teichmann
2002011
Density approximations for multivariate affine jump-diffusion processes
D Filipović, E Mayerhofer, P Schneider
Journal of Econometrics 176 (2), 93-111, 2013
1462013
Affine diffusion processes: theory and applications
D Filipovic, E Mayerhofer
Advanced financial modelling 8, 1-40, 2009
1372009
Exponential moments of affine processes
M Keller-Ressel, E Mayerhofer
912015
On strong solutions for positive definite jump diffusions
E Mayerhofer, O Pfaffel, R Stelzer
Stochastic processes and their applications 121 (9), 2072-2086, 2011
852011
Affine processes on symmetric cones
C Cuchiero, M Keller-Ressel, E Mayerhofer, J Teichmann
Journal of theoretical probability 29, 359-422, 2016
382016
A characterization of the martingale property of exponentially affine processes
E Mayerhofer, J Muhle-Karbe, AG Smirnov
Stochastic Processes and their Applications 121 (3), 568-582, 2011
352011
The wave equation on singular space-times
JDE Grant, E Mayerhofer, R Steinbauer
arXiv preprint arXiv:0710.2007, 2007
262007
On the existence of non-central Wishart distributions
E Mayerhofer
Journal of Multivariate Analysis 114, 448-456, 2013
232013
Affine processes on positive semidefinite d× d matrices have jumps of finite variation in dimension d> 1
E Mayerhofer
Stochastic processes and their applications 122 (10), 3445-3459, 2012
202012
Wishart processes and Wishart distributions: an affine processes point of view
E Mayerhofer
arXiv preprint arXiv:1201.6634, 2012
192012
On Lorentz geometry in algebras of generalized functions
E Mayerhofer
Proceedings of the Royal Society of Edinburgh Section A: Mathematics 138 (4 …, 2008
172008
Geometric ergodicity of affine processes on cones
E Mayerhofer, R Stelzer, J Vestweber
Stochastic Processes and their Applications 130 (7), 4141-4173, 2020
162020
Spherical completeness of the non-archimedean ring of Colombeau generalized numbers
E Mayerhofer
arXiv preprint math/0604495, 2006
152006
A characterization of Wishart processes and Wishart distributions
P Graczyk, J Małecki, E Mayerhofer
Stochastic Processes and their Applications 128 (4), 1386-1404, 2018
122018
On Wishart and noncentral Wishart distributions on symmetric cones
E Mayerhofer
Transactions of the American Mathematical Society 371 (10), 7093-7109, 2019
102019
On the characterization of p ‐adic Colombeau–Egorov generalized functions by their point values
E Mayerhofer
Mathematische Nachrichten 280 (11), 1297-1301, 2007
102007
On convexity of solutions of ordinary differential equations
M Keller-Ressel, E Mayerhofer, AG Smirnov
arXiv preprint arXiv:0910.2195, 2009
92009
The limits of leverage
P Guasoni, E Mayerhofer
Mathematical Finance 29 (1), 249-284, 2019
82019
The wave equation on singular space-times
E Mayerhofer
na, 2006
72006
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