9 citations · 14 across the 6 of their papers we have counts for
7 papers
Uncertainty Estimates in the Heston Model via Fisher Information
Oliver Pfante, Nils Bertschinger
We address the information content of European option prices about volatility in terms of the Fisher information matrix. We assume that observed option prices are centred on the th…
Volatility Inference and Return Dependencies in Stochastic Volatility Models
Oliver Pfante, Nils Bertschinger
Stochastic volatility models describe stock returns as driven by an unobserved process capturing the random dynamics of volatility . The present paper quantifies how muc…
Inferring Volatility in the Heston Model and its Relatives -- an Information Theoretical Approach
Nils Bertschinger, Oliver Pfante
Stochastic volatility models describe asset prices as driven by an unobserved process capturing the random dynamics of volatility . Here, we quantify how much informatio…
Chern-Simons theory for the noncommutative 3-torus
Oliver Pfante
We study the Chern-Simons action, which was defined for noncommutative spaces in general by the author, for the noncommutative 3-torus, the universal C*-algebra generated by 3 unit…
A Chern-Simons action for noncommutative spaces in general with the example SU_q(2)
Oliver Pfante
Witten constructed a topological quantum field theory with the Chern-Simons action as Lagrangian. We define a Chern-Simons action for 3-dimensional spectral triples. We prove gauge…
A Chern-Simons action for noncommutative spaces
Oliver Pfante
The content of this paper is completely contained in arXiv:1204.0418v2: "A Chern-Simons action for noncommutative spaces in general with the example SU_q(2)"
Equivariant K-theory of finite dimensional real vector spaces
Siegfried Echterhoff, Oliver Pfante
We give a general formula for the equivariant complex -theory of a finite dimensional real linear space equipped with a linear action of a compact group in te…