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1. Option Pricing in Multivariate Stochastic Volatility Models of OU Type


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2. Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes


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3. On Markov-switching ARMA processes – stationarity, existence of moments and geometric ergodicity, Submitted for publication

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4. Multivariate CARMA processes, . . .

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5. Multivariate Markov-switching ARMA processes with regularly varying noise

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6. On the definition, stationary distribution and second order structure of positive semidefinite Ornstein–Uhlenbeck type processes

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7. On Markov-switching ARMA processes – stationarity, existence of moments and geometric ergodicity, Submitted for publication

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8. Multivariate COGARCH(1, 1) processes

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9. On Markov-switching ARMA processes -- stationarity, existence of moments and geometric ergodicity

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10. Multivariate Markov-switching ARMA processes with regularly varying noise

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