Publications & Preprints

• Affine pure-jump processes on positive Hilbert-Schmidt operators, S. Cox, S. Karbach, A. Khedher, Stochastic Processes Appl. 151, p.191-229, 2022. [Link]
• An infinite-dimensional affine stochastic volatility model, S. Cox, S. Karbach, A. Khedher, Math. Finance 32, p.878-906, 2022. [Link]
• Stationary covariance regime for affine stochastic covariance models in Hilbert spaces, M. Friesen, S. Karbach, Finance Stoch 28, p.1077–1116, 2024. [Link]
• Multivariate continuous-time autoregressive moving-average processes on cones, F. E. Benth, S. Karbach, Stochastic Processes Appl. 162, p.299-337 , 2023. [Link]
• Finite-rank approximation of affine processes on positive Hilbert-Schmidt operators, S. Karbach, Preprint, 2023. [Link]
• Heat modulated affine stochastic volatility models for forward curve dynamics, S. Karbach, Preprint, 2024. [Link]