4 citations · 5 across the 2 of their papers we have counts for
2 papers
econ.GN2025★ 1 cited
A Framework to Monitor the Effects of External Shocks on Housing Markets
Anja Hahn, Sanela Omerovic, Sofie Waltl
We develop a framework to holistically test for and monitor the impact of different types of events affecting a country's housing market, yet originating from housing-external sour…
math.PR2021★ 4 cited
A mean-field extension of the LIBOR market model
Sascha Desmettre, Simon Hochgerner, Sanela Omerovic +1
We introduce a mean-field extension of the LIBOR market model (LMM) which preserves the basic features of the original model. Among others, these features are the martingale proper…