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W. Müller

1 paper hereh-index 11332 citations31 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.PR1
same name
  • W. Müller — 7 papers, h 16
  • W. Müller — 2 papers, h 13
  • W. Müller — 1 paper, h 5
  • W. Müller — 1 paper, h 14
  • W. Müller — 1 paper, h 7
  • W. Müller — 1 paper

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

most citedAffine LIBOR models driven by real-valued affine processes

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

collaborators

2 papers

math.SP2019★ 3 cited

The Weyl formula for planar annuli

Jingwei Guo, Wolfgang Müller, Weiwei Wang +1

We study the zeros of cross-product of Bessel functions and obtain their approximations, based on which we reduce the eigenvalue counting problem for the Dirichlet Laplacian associ…

q-fin.PR2015★ 1 cited

Affine LIBOR models driven by real-valued affine processes

Stefan Waldenberger, Wolfgang Müller

The class of affine LIBOR models is appealing since it satisfies three central requirements of interest rate modeling. It is arbitrage-free, interest rates are nonnegative and capl…

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