Anita Behme

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Publications

Citations

138

H-Index

Active since

2011

Affiliations

Technical University of Munich(Current)

Technische Universität Braunschweig

Anita Behme is an author at Technical University of Munich specializing in financial economics, continuous-time stochastic processes, and engineering.

ORCID

Publications per year

2011–2016

Publications

On Exponential Functionals of Lévy Processes

Anita Behme, Alexander Lindner · Journal of Theoretical Probability · 2013 · 95 citations

Engineering, Mathematics, Probability Theory +12

Distributional properties of solutions of dVt = Vt-dUt + dLt with Lévy noise

Anita Behme · Advances in Applied Probability · 2011 · 22 citations · Full text

Engineering, Mathematics, Financial Economics +14

Asymmetric COGARCH processes

Anita Behme, Claudia Klüppelberg, Kathrin Mayr · Journal of Applied Probability · 2014 · 11 citations · Full text

Business, Economics, Finance +17

A class of scale mixtures of $\operatorname{Gamma}(k)$-distributions that are generalized gamma convolutions

Anita Behme, Lennart Bondesson · Bernoulli · 2016 · 10 citations · Full text

Natural Sciences, Meteorology, Multiscale Modeling +7

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