Concepedia
Statistics
Publications
32
Citations
1K
H-Index
20
Active since
2009
Affiliations
ETH Zurich(Current)
University of Vienna
Imperial College London
Christian-Albrechts-Universität zu Kiel
Dublin City University
Johannes Muhle‐Karbe is an author at ETH Zurich specializing in economics, financial economics, and finance.
Publications per year
2009–2023
Transaction costs, trading volume, and the liquidity premium
Stefan Gerhold, Paolo Guasoni, Johannes Muhle‐Karbe et al. · Archivio istituzionale della ricerca (Alma Mater Studiorum Università di Bologna) · 2014 · 93 citations
Business, Economics, Finance +16
Option Pricing in Multivariate Stochastic Volatility Models of OU Type
Johannes Muhle‐Karbe, Oliver Pfaffel, Robert Stelzer · SIAM Journal on Financial Mathematics · 2012 · 68 citations · Full text
Business, Economics, Finance +17
Exponentially affine martingales, affine measure changes and exponential moments of affine processes
Jan Kallsen, Johannes Muhle‐Karbe · Stochastic Processes and their Applications · 2009 · 65 citations
Engineering, Mathematics, Financial Economics +16
Small-Time Asymptotics of Option Prices and First Absolute Moments
Johannes Muhle‐Karbe, Marcel Nutz · Journal of Applied Probability · 2011 · 54 citations · Full text
Engineering, Finance, Mathematics +16
UTILITY MAXIMIZATION IN AFFINE STOCHASTIC VOLATILITY MODELS
Jan Kallsen, Johannes Muhle‐Karbe · International Journal of Theoretical and Applied Finance · 2010 · 52 citations
Business, Economics, Mathematics +17
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