1 citations · 1 across the 2 of their papers we have counts for
3 papers
math.NA2022
On the Input-Output Behavior of a Geothermal Energy Storage: Approximations by Model Order Reduction
Paul Honore Takam, Ralf Wunderlich
In this paper we consider a geothermal energy storage in which the spatio-temporal temperature distribution is modeled by a heat equation with a convection term. Such storages ofte…
q-fin.PR2019★ 1 cited
Credit risk with asymmetric information and a switching default threshold
Imke Redeker, Ralf Wunderlich
We investigate the impact of available information on the estimation of the default probability within a generalized structural model for credit risk. The traditional structural mo…
q-fin.MF2018
Asymptotic Filter Behavior for High-Frequency Expert Opinions in a Market with Gaussian Drift
Abdelali Gabih, Hakam Kondakji, Ralf Wunderlich
This paper investigates a financial market where stock returns depend on a hidden Gaussian mean reverting drift process. Information on the drift is obtained from returns and exper…