Concepedia
Statistics
Publications
14
Citations
759
H-Index
Active since
2008
Affiliations
ETH Zurich(Current)
Technische Universität Berlin
Technische Universität Dresden
University of Vienna
Dublin City University
Martin Keller‐Ressel is an author at ETH Zurich specializing in stochastic processes, financial economics, and finance.
Publications per year
2008–2024
MOMENT EXPLOSIONS AND LONG-TERM BEHAVIOR OF AFFINE STOCHASTIC VOLATILITY MODELS
Martin Keller‐Ressel · Mathematical Finance · 2010 · 137 citations
Business, Finance, Mathematics +15
Polynomial processes and their applications to mathematical finance
Christa Cuchiero, Martin Keller‐Ressel, Josef Teichmann · Finance and Stochastics · 2012 · 133 citations · Full text
Natural Sciences, Finance, Mathematics +10
Exponential moments of affine processes
Martin Keller‐Ressel, Eberhard Mayerhofer · The Annals of Applied Probability · 2015 · 79 citations · Full text
Engineering, Mathematics, Financial Economics +10
Affine processes are regular
Martin Keller‐Ressel, Walter Schachermayer, Josef Teichmann · Probability Theory and Related Fields · 2010 · 69 citations · Full text
Engineering, Industrial Engineering, Stochastic Processes +3
Yield curve shapes and the asymptotic short rate distribution in affine one-factor models
Martin Keller‐Ressel, Thomas Steiner · Finance and Stochastics · 2008 · 52 citations
Business, Economics, Finance +8
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