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1

Universal behaviour in the stock market: Time dynamics of the electronic orderbook

Kızılersü, Ayşe, Kreer, Markus, Thomas, Anthony W., Feindt, Michael

Journal:

Physics Letters A

Year:

2016

Language:

english

File:

PDF, 2.91 MB

english, 2016

2

The Weibull distribution

Kızılersü, Ayşe, Kreer, Markus, Thomas, Anthony W.

Journal:

Year:

2018

Language:

english

File:

PDF, 2.62 MB

english, 2018

3

Fractional Poisson processes and their representation by infinite systems of ordinary differential equations

Kreer, Markus, Kızılersü, Ayşe, Thomas, Anthony W.

Journal:

Statistics & Probability Letters

Year:

2014

Language:

english

File:

PDF, 232 KB

english, 2014

4

Pricing of european options when the underlying stock price follows a linear birth-death process

Korn, Ralf, Kreer, Markus, Lenssen, Mark

Journal:

Communications in Statistics Stochastic Models

Year:

1998

Language:

english

File:

PDF, 570 KB

english, 1998

5

Cluster equations for the Glauber kinetic Ising ferromagnet: I. Existence and uniqueness

Journal:

Annalen der Physik

Year:

1993

Language:

english

File:

PDF, 824 KB

english, 1993

6

Classical Becker-Döring cluster equations: Rigorous results on metastability and long-time behaviour

Journal:

Annalen der Physik

Year:

1993

Language:

english

File:

PDF, 862 KB

english, 1993

7

Analytic birth—death processes: A Hilbert-space approach

Journal:

Stochastic Processes and their Applications

Year:

1994

Language:

english

File:

PDF, 603 KB

english, 1994

8

Proof of dynamical scaling in Smoluchowski's coagulation equation with constant kernel

Markus Kreer, Oliver Penrose

Journal:

Journal of Statistical Physics

Year:

1994

Language:

english

File:

PDF, 675 KB

english, 1994

9

Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance

Kreer, Markus, Kızılersü, Ayşe, Thomas, Anthony W., Egídio dos Reis, Alfredo D.

Journal:

European Actuarial Journal

Year:

2015

Language:

english

File:

PDF, 629 KB

english, 2015

10

Zur Bewertung von Optionen und Garantien bei Lebensversicherungen

Hans-Otto Herr, Markus Kreer

Journal:

Blätter der DGVFM

Year:

1999

Language:

german

File:

PDF, 792 KB

german, 1999

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