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Walter Farkas
Walter Farkas
Department of Banking and Finance, University of Zurich
Verified email at bf.uzh.ch - Homepage
Title
Cited by
Cited by
Year
Characterisations of function spaces of generalised smoothness
W Farkas, HG Leopold
Annali di Matematica Pura ed Applicata 185 (1), 1-62, 2006
1842006
Characterisations of function spaces of generalised smoothness
W Farkas, HG Leopold
Annali di Matematica Pura ed Applicata 185 (1), 1-62, 2006
1842006
Function spaces related to continuous negative definite functions: psi-Bessel potential spaces
W Farkas, N Jacob, RL Schilling
Polska Akademia Nauk, Instytut Matematyczny, 2001
902001
Operational risk quantification using extreme value theory and copulas: from theory to practice
D Abbate, E Gourier, W Farkas
Journal of Operational Risk 3, 2009
872009
Operational risk quantification using extreme value theory and copulas: from theory to practice
D Abbate, E Gourier, W Farkas
Journal of Operational Risk 3, 2009
872009
Atomic and subatomic decompositions in anisotropic function spaces
W Farkas
Mathematische Nachrichten 209 (1), 83-113, 2000
742000
Measuring risk with multiple eligible assets
W Farkas, P Koch-Medina, C Munari
Mathematics and Financial Economics 9 (1), 3-27, 2015
592015
Beyond cash-additive risk measures: when changing the numéraire fails
W Farkas, P Koch-Medina, C Munari
Finance and Stochastics 18 (1), 145-173, 2014
592014
Beyond cash-additive risk measures: when changing the numéraire fails
W Farkas, P Koch-Medina, C Munari
Finance and Stochastics 18 (1), 145-173, 2014
592014
Beyond cash-additive risk measures: when changing the numéraire fails
W Farkas, P Koch-Medina, C Munari
Finance and Stochastics 18 (1), 145-173, 2014
592014
Feller semigroups, Lp-sub-Markovian semigroups, and applications to pseudo-differential operators with negative definite symbols
W Farkas, N Jacob, RL Schilling
Walter de Gruyter GmbH & Co. KG 13 (1), 51-90, 2001
522001
Anisotropic stable Lévy copula processes—analytical and numerical aspects
W Farkas, N Reich, C Schwab
Mathematical Models and Methods in Applied Sciences 17 (09), 1405-1443, 2007
432007
Anisotropic stable Lévy copula processes—analytical and numerical aspects
W Farkas, N Reich, C Schwab
Mathematical Models and Methods in Applied Sciences 17 (09), 1405-1443, 2007
432007
Traces of anisotropic Besov--Lizorkin--Triebel spaces---a complete treatment of the borderline cases
W Farkas, J Johnsen, W Sickel
arXiv preprint arXiv:1703.06720, 2017
402017
Sobolev Spaces on Non Smooth Domains and Dirichlet Forms Related to Subordinate Reflecting Diffusions
W Farkas, N Jacob
Mathematische Nachrichten 224 (1), 75-104, 2001
392001
Local growth envelopes of Besov spaces of generalized smoothness
AM Caetano, W Farkas
Zeitschrift für Analysis und ihre Anwendungen 25 (3), 265-298, 2006
372006
On the Hartree-Fock equations of the electron-positron field
JM Barbaroux, W Farkas, B Helffer, H Siedentop
Communications in mathematical physics 255 (1), 131-159, 2005
312005
Capital requirements with defaultable securities
W Farkas, P Koch-Medina, C Munari
Insurance: Mathematics and Economics 55, 58-67, 2014
302014
Local volatility of volatility for the VIX market
G Drimus, W Farkas
Review of derivatives research 16 (3), 267-293, 2013
212013
A two-factor cointegrated commodity price model with an application to spread option pricing
W Farkas, E Gourier, R Huitema, C Necula
Journal of Banking & Finance 77, 249-268, 2017
172017
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