Martin Keller-Ressel

According to our database, Martin Keller-Ressel authored at least 14 papers between 2008 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Emergence of heavy tails in homogenized stochastic gradient descent.

Zhe Jiao, Martin Keller-Ressel

CoRR, 2024

2023

Hyperbolic Deep Learning in Computer Vision: A Survey.

Pascal Mettes, Mina Ghadimi Atigh, Martin Keller-Ressel, Jeffrey Gu, Serena Yeung

CoRR, 2023

2022

Strain-minimizing hyperbolic network embeddings with landmarks.

Martin Keller-Ressel, Stephanie Nargang

J. Complex Networks, December, 2022

2021

Hyperbolic Busemann Learning with Ideal Prototypes.

Mina Ghadimi Atigh, Martin Keller-Ressel, Pascal Mettes

Proceedings of the Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, 2021

2020

A Theory of Hyperbolic Prototype Learning.

Martin Keller-Ressel

CoRR, 2020

Hydra: a method for strain-minimizing hyperbolic embedding of network- and distance-based data.

Martin Keller-Ressel, Stephanie Nargang

J. Complex Networks, 2020

2019

Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation.

Paolo Di Tella, Martin Haubold, Martin Keller-Ressel

J. Appl. Probab., 2019

Hydra: A method for strain-minimizing hyperbolic embedding.

Martin Keller-Ressel, Stephanie Nargang

CoRR, 2019

2018

Implied Volatility in Strict Local Martingale Models.

Antoine Jacquier, Martin Keller-Ressel

SIAM J. Financial Math., 2018

Correction to: Yield curve shapes and the asymptotic short rate distribution in affine one-factor models.

Martin Keller-Ressel

Finance Stochastics, 2018

2014

Convex Order of Discrete, Continuous, and Predictable Quadratic Variation and Applications to Options on Variance.

Claus Griessler, Martin Keller-Ressel

SIAM J. Financial Math., 2014

2013

Asymptotic and exact pricing of options on variance.

Martin Keller-Ressel, Johannes Muhle-Karbe

Finance Stochastics, 2013

2012

Polynomial processes and their applications to mathematical finance.

Christa Cuchiero, Martin Keller-Ressel, Josef Teichmann

Finance Stochastics, 2012

2008

Yield curve shapes and the asymptotic short rate distribution in affine one-factor models.

Martin Keller-Ressel, Thomas Steiner

Finance Stochastics, 2008