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Julia Ackermann

2 papers here

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author position
  • first author2

Across the 2 of 2 papers where every author was matched, so the position is known.

fields
  • math.PR1
  • q-fin.TR1

identity via Semantic Scholar / OpenAlex

most citedInhomogeneous affine Volterra processes

1 citations · 1 across the 1 of their papers we have counts for

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1 paper · 1 filter

math.PR2020★ 1 cited

Inhomogeneous affine Volterra processes

Julia Ackermann, Thomas Kruse, Ludger Overbeck

We extend recent results on affine Volterra processes to the inhomogeneous case. This includes moment bounds of solutions of Volterra equations driven by a Brownian motion with an…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.