Robert Stelzer

Orcid: 0000-0002-2700-0735

According to our database1, Robert Stelzer authored at least 4 papers between 2012 and 2023.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

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PhD thesis 
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Links

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Bibliography

2023
Inheritance of strong mixing and weak dependence under renewal sampling.
J. Appl. Probab., June, 2023

2022
Optimal Investment with Time-Varying Stochastic Endowments.
SIAM J. Financial Math., September, 2022

2014
Infinitely divisible multivariate and matrix Gamma distributions.
J. Multivar. Anal., 2014

2012
Option Pricing in Multivariate Stochastic Volatility Models of OU Type.
SIAM J. Financial Math., 2012


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