Name Card

Full name Familienname, Vorname
Gerstenecker, Christoph
 
Main Affiliation Organisations­zuordnung
 

Own Publications Eigene Publikationen

Results 1-10 of 10 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Gerstenecker Christoph - 2022 - Large deviations and stochastic Volterra...pdf.jpgGerstenecker, Christoph Large deviations and stochastic Volterra equationsThesis Hochschulschrift 2022
2Gerhold, Stefan ; Gerstenecker, Christoph ; Gulisashvili, Archil Large deviations for fractional volatility models with non-Gaussian volatility driverArtikel Article 2021
3Gerhold, Stefan ; Gerstenecker, Christoph Large deviations related to the law of the iterated logarithm for Ito diffusionsArtikel Article 2020
4Gerstenecker, Christoph Large deviations for fractional volatility models with non-Gaussian volatility driverPräsentation Presentation2020
5Gerstenecker, Christoph Stochastic Volterra equations and rough volatilityPräsentation Presentation2020
6Gerstenecker, Christoph Moment explosions in the rough Heston modelPräsentation Presentation2019
7Gerhold, Stefan ; Gerstenecker, Christoph ; Pinter, Arpad Moment explosions in the rough Heston modelArtikel Article2019
8Gerstenecker, Christoph Moment explosions in the rough Heston modelPräsentation Presentation2018
9Gerstenecker, Christoph Moment explosions in the rough Heston modelPräsentation Presentation2018
10Gerstenecker Christoph - 2018 - Moment explosion time in the Rough Heston model.pdf.jpgGerstenecker, Christoph Moment explosion time in the Rough Heston modelThesis Hochschulschrift 2018