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Number of items: 20.

Farkas, W; Smirnow, Alexander (2017). Intrinsic risk measures. In: Innovations in Insurance, Risk- and Asset Management, München, 5 April 2017 - 7 April 2017, 163-184.

Drimus, Gabriel G; Farkas, W; Gourier, Elise (2016). Valuations of options on discretely sampled variance: A general analytic approximation. Journal of Computational Finance, 20(2):39-66.

Necula, Ciprian; Drimus, Gabriel G; Farkas, W (2015). A General Closed Form Option Pricing Formula. SSRN 2210359, University of Zurich.

Farkas, W; Gourier, Elise; Huitema, Robert; Necula, Ciprian (2015). A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing. SSRN 2679218, University of Zurich.

Farkas, W; Necula, Ciprian; Waelchli, Boris (2015). Herding and Stochastic Volatility. SSRN 2685939, University of Zurich.

Bachem, Olivier; Drimus, Gabriel G; Farkas, W (2013). Smooth and Bid-Offer Compliant Volatility Surfaces Under General Dividend Streams. Quantitative Finance, 13(11):1801-1812.

Farkas, W; Reich, N; Schwab, C (2007). Anisotropic stable Levy copula processes-analytical and numerical aspects. Mathematical Models and Methods in Applied Sciences, 17(9):1405-1443.

Farkas, W; Leopold, H G (2006). Characterisations of function spaces of generalized smoothness. Annali di Matematica Pura ed Applicata, 185:1-62.

Barbaroux, J M; Farkas, W; Helffer, B; Siedentop, H (2005). On the Hartree-Fock equations of the electron-positron field. Communications in Mathematical Physics, 255(1):131-159.

Farkas, W. Function spaces of generalized smoothness and pseudo-differential operators associated to a continuous negative definite function. 2002, University of Munich, Faculty of Economics.

Farkas, W (2001). Eigenvalue distribution of some fractal semi-elliptic differential operators. Mathematische Zeitschrift, 236(2):291-320.

Farkas, W; Jacob, N; Schilling, R L (2001). Function Spaces Related to Continuous Negative Definite Functions: Psi-Bessel Potential Spaces. Dissertationes Mathematicae, 393:1-63.

Farkas, W (2000). Atomic and subatomic decompositions in anisotropic function spaces. Mathematische Nachrichten, 209:83-113.

Farkas, W; Johnsen, J; Sickel, W (2000). Traces of Anisotropic Besov-Lizorkin-Triebel Spaces: A Complete Treatment of the Borderline Cases. Mathematica Bohemica, 125(1):1-37.

Farkas, W (1999). The behaviour of the eigenvalues for a class of operators related to some self-affine fractals in R^2. Zeitschrift für Analysis und ihre Anwendungen, 18(4):875-893.

Farkas, W; Triebel, H (1999). The distribution of eigenfrequencies of anisotropic fractal drums. Journal of the London Mathematical Society, 60(01):224-236.

Farkas, W. Anisotropic function spaces, fractals, and spectra of some elliptic and semi-elliptic differential operators. 1998, Friedrich-Schiller-University of Jena, Faculty of Economics.

Farkas, W (1997). An embedding result for generalized Orlicz-Sobolev spaces. Revue Roumaine de Mathématiques Pures et Appliquées, 42(7/8):555-565.

Farkas, W (1996). On the sharpness of the Orlicz-Sobolev imbedding theorem. Revue Roumaine de Mathématiques Pures et Appliquées, 41(5/6):311-320.

Farkas, W (1995). A Calderon-Zygmund extension theorem for abstract Sobolev spaces. Mathematical Reports, 47(5/6):379-395.

This list was generated on Thu Apr 25 08:44:47 2019 CEST.