Robert Stelzer

Orcid: 0000-0002-2700-0735

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

Collaborative distances:

Timeline

Book In proceedings Article PhD thesis Dataset Other

2023

Inheritance of strong mixing and weak dependence under renewal sampling.

[DOI]

J. Appl. Probab., June, 2023

2022

Optimal Investment with Time-Varying Stochastic Endowments.

[DOI]

SIAM J. Financial Math., September, 2022

2014

Infinitely divisible multivariate and matrix Gamma distributions.

[DOI]

J. Multivar. Anal., 2014

2012

Option Pricing in Multivariate Stochastic Volatility Models of OU Type.

[DOI]

SIAM J. Financial Math., 2012