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Walter Farkas

Walter Farkas

Universität Zürich - Zurich / Switzerland
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1093581
University of Zurich
person_outline Walter Farkas's MOST POPULAR ARTICLES
1-) Characterisations of function spaces of generalised smoothness Annali di Matematica Pura ed Applicata 185 (1), 1-62, 2006
2-) Function spaces related to continuous negative definite functions: ψ-Bessel potential spaces
3-) Operational risk quantification using extreme value theory and copulas: from theory to practice The Journal of Operational Risk 4 (3), 1-24, 2009
4-) Atomic and subatomic decompositions in anisotropic function spaces Mathematische Nachrichten 209 (1), 83-113, 2000
5-) Beyond cash-additive risk measures: when changing the numéraire fails Finance and Stochastics 18 (1), 145-173, 2014