Marc Wittlinger

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All published works

Action	Title	Year	Authors
+ PDF Chat	Moment based estimation of supOU processes and a related stochastic volatility model	2015	Robert Stelzer Thomas Tosstorff Marc Wittlinger
+	Pricing bonds with optional sinking feature using Markov Decision Processes	2013	Jan-Frederik Mai Marc Wittlinger
+	Moment based estimation of supOU processes and a related stochastic volatility model	2013	Robert Stelzer Thomas Tosstorff Marc Wittlinger
+	Pricing bonds with optional sinking feature using Markov Decision Processes	2013	Jan-Frederik Mai Marc Wittlinger
+	Moment based estimation of supOU processes and a related stochastic volatility model	2013	Robert Stelzer Thomas Tosstorff Marc Wittlinger
+	Optimal relaxed portfolio strategies for growth rate maximization problems with transaction costs	2012	Sören Christensen Marc Wittlinger
+	Optimal relaxed portfolio strategies for growth rate maximization problems with transaction costs	2012	Sören Christensen Marc Wittlinger

Common Coauthors

Coauthor	Papers Together
Robert Stelzer	3
Thomas Tosstorff	3
Jan-Frederik Mai	2
Sören Christensen	2

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Multivariate supOU processes	2010	Ole E. Barndorff‐Nielsen Robert Stelzer	2
+	Superposition of Ornstein--Uhlenbeck Type Processes	2001	Ole E. Barndorff‐Nielsen	1
+	A new interpretation of information rate	1956	John D. Kelly	1
+ PDF Chat	On using shadow prices in portfolio optimization with transaction costs	2010	Jan Kallsen Johannes Muhle‐Karbe	1
+	Optimal growth rate in random trade time	2009	Koichi Matsumoto	1